+702.1%
NDAQ vs FCUV
-87.2%
+789.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.7% | +11.8% | -1.8% |
| 7D | -2.4% | +62.8% | -65.3% | -2.5% |
| 30D | +2.5% | +66.5% | -64.0% | +2.4% |
| 3M | +9.9% | +459.9% | -450.0% | +9.3% |
| 6M | +9.4% | -12.4% | +21.8% | +9.1% |
| YTD | +0.4% | -47.5% | +47.9% | +0.2% |
| 1Y | +4.0% | -80.5% | +84.5% | +3.9% |
| 3Y | +94.4% | -97.6% | +192.0% | +94.1% |
| 5Y | +56.7% | -99.5% | +156.3% | +56.6% |
| 10Y | +375.3% | -95.8% | +471.0% | +375.1% |
| All | +702.1% | -87.2% | +789.4% | +707.0% |
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