+1,530.3%
MOD vs FCUV
-99.5%
+1,629.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -13.7% | +18.0% | +4.5% |
| 7D | +9.6% | +62.8% | -53.2% | +8.5% |
| 30D | 0.0% | +66.5% | -66.5% | -1.3% |
| 3M | -35.4% | +459.9% | -495.3% | -41.3% |
| 6M | -7.3% | -12.4% | +5.1% | -10.3% |
| YTD | +45.8% | -47.5% | +93.3% | +44.0% |
| 1Y | +43.1% | -80.5% | +123.6% | +48.0% |
| 3Y | +297.7% | -97.6% | +395.3% | +337.1% |
| All | +1,530.3% | -99.5% | +1,629.8% | +1,893.2% |
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