-64.8%
MOD vs FCUV
-38.1%
-26.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +5.7% |
| 7D | -25.5% | -13.0% | -12.6% | -25.5% |
| 30D | -49.0% | -36.9% | -12.1% | -48.9% |
| 3M | -49.8% | -65.3% | +15.5% | -49.7% |
| 6M | -64.8% | -32.9% | -31.9% | -67.1% |
| All | -64.8% | -38.1% | -26.6% | -67.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling