+191.0%
MOD vs FCUV
-98.9%
+289.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +136.0% | -108.1% | +24.9% |
| 7D | +40.4% | +148.8% | -108.3% | +37.1% |
| 30D | -14.0% | +95.0% | -109.0% | -15.7% |
| 3M | -33.3% | +27.8% | -61.1% | -34.8% |
| 6M | -51.4% | +121.0% | -172.4% | -54.9% |
| YTD | +1.6% | -78.1% | +79.8% | +0.4% |
| 1Y | +5.4% | -94.3% | +99.6% | +9.5% |
| 3Y | +191.0% | -98.9% | +289.9% | +216.5% |
| All | +191.0% | -98.9% | +289.9% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling