+1,500.1%
MSCI vs FCUV
-97.7%
+1,597.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.7% |
| 7D | -1.9% | -4.7% | +2.8% | -1.9% |
| 30D | +16.5% | -23.2% | +39.6% | +16.5% |
| 3M | +18.2% | -49.2% | +67.4% | +18.2% |
| 6M | +14.0% | -9.2% | +23.2% | +12.9% |
| YTD | +16.6% | -90.6% | +107.2% | +16.1% |
| 1Y | +14.8% | -97.9% | +112.7% | +14.8% |
| 3Y | +33.3% | -99.5% | +132.8% | +32.9% |
| 5Y | +9.1% | -99.9% | +108.9% | +9.0% |
| 10Y | +820.4% | -99.2% | +919.6% | +820.8% |
| All | +1,500.1% | -97.7% | +1,597.8% | +1,520.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling