+753.4%
MOD vs FCUV
-99.9%
+853.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +5.8% |
| 7D | -25.5% | -13.0% | -12.6% | -25.3% |
| 30D | -49.0% | -36.9% | -12.1% | -48.6% |
| 3M | -49.8% | -65.3% | +15.5% | -49.5% |
| 6M | -64.8% | -32.9% | -31.9% | -66.8% |
| YTD | -27.6% | -91.2% | +63.6% | -26.8% |
| 1Y | -35.2% | -98.2% | +63.0% | -28.8% |
| 3Y | +137.1% | -99.6% | +236.7% | +167.7% |
| All | +753.4% | -99.9% | +853.3% | +1,008.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling