+1,286.0%
MSCI vs FCUV
-87.2%
+1,373.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -13.7% | +13.4% | -0.3% |
| 7D | +0.4% | +62.8% | -62.4% | +0.3% |
| 30D | +0.6% | +66.5% | -65.9% | +0.4% |
| 3M | -7.1% | +459.9% | -467.0% | -8.3% |
| 6M | +0.8% | -12.4% | +13.2% | -0.1% |
| YTD | +1.0% | -47.5% | +48.5% | +0.2% |
| 1Y | +4.3% | -80.5% | +84.8% | +3.7% |
| 3Y | +9.9% | -97.6% | +107.6% | +9.3% |
| 5Y | -6.8% | -99.5% | +92.8% | -7.1% |
| 10Y | +614.7% | -95.8% | +710.4% | +612.7% |
| All | +1,286.0% | -87.2% | +1,373.2% | +1,299.4% |
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