+79.1%
MTUM vs FCUV
-99.8%
+179.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.3% |
| 7D | +0.7% | -66.5% | +67.2% | +1.0% |
| 30D | -2.4% | +5.0% | -7.4% | -2.7% |
| 3M | -3.6% | +63.8% | -67.4% | -5.4% |
| 6M | +23.7% | -67.8% | +91.5% | +24.0% |
| YTD | +22.9% | -82.4% | +105.3% | +24.3% |
| 1Y | +21.8% | -94.7% | +116.5% | +25.3% |
| 3Y | +114.4% | -99.3% | +213.7% | +125.5% |
| All | +79.1% | -99.8% | +179.0% | +94.7% |
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 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