+114.4%
MTUM vs FCUV
-99.2%
+213.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.3% |
| 7D | +0.7% | -66.5% | +67.2% | +0.8% |
| 30D | -2.4% | +5.0% | -7.4% | -2.6% |
| 3M | -3.6% | +63.8% | -67.4% | -4.4% |
| 6M | +23.7% | -67.8% | +91.5% | +24.5% |
| YTD | +22.9% | -82.4% | +105.3% | +24.4% |
| 1Y | +21.8% | -94.7% | +116.5% | +24.7% |
| 3Y | +114.4% | -99.3% | +213.7% | +120.6% |
| All | +114.4% | -99.2% | +213.7% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling