+322.4%
NET vs FCUV
-99.5%
+422.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.5% | +4.9% | -2.6% |
| 7D | -16.4% | -8.6% | -7.8% | -16.3% |
| 30D | -25.8% | -25.9% | +0.1% | -25.8% |
| 3M | -11.5% | -69.8% | +58.3% | -11.5% |
| 6M | +18.9% | -31.6% | +50.5% | +18.3% |
| YTD | +35.2% | -90.1% | +125.3% | +37.6% |
| 1Y | +14.5% | -98.0% | +112.4% | +19.4% |
| All | +322.4% | -99.5% | +422.0% | +353.4% |
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 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