+801.1%
NDAQ vs FCUV
-94.7%
+895.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +136.0% | -136.2% | -0.3% |
| 7D | +1.3% | +148.8% | -147.5% | +1.1% |
| 30D | +18.0% | +95.0% | -77.1% | +17.8% |
| 3M | +11.5% | +27.8% | -16.3% | +11.4% |
| 6M | +21.1% | +121.0% | -99.9% | +20.4% |
| YTD | +12.8% | -78.1% | +91.0% | +12.5% |
| 1Y | +25.7% | -94.3% | +120.0% | +25.6% |
| 3Y | +116.8% | -98.9% | +215.7% | +116.5% |
| 5Y | +67.3% | -99.7% | +167.0% | +67.1% |
| 10Y | +473.3% | -98.2% | +571.5% | +473.1% |
| All | +801.1% | -94.7% | +895.8% | +806.7% |
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