+112.5%
NET vs FCUV
-99.5%
+212.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.7% | +11.7% | -1.8% |
| 7D | -7.0% | +62.8% | -69.8% | -7.6% |
| 30D | -4.8% | +66.5% | -71.3% | -5.6% |
| 3M | +3.8% | +459.9% | -456.1% | -2.8% |
| 6M | +50.0% | -12.4% | +62.4% | +49.1% |
| YTD | +41.5% | -47.5% | +89.0% | +43.6% |
| 1Y | +32.8% | -80.5% | +113.3% | +39.3% |
| 3Y | +335.9% | -97.6% | +433.5% | +405.4% |
| All | +112.5% | -99.5% | +212.0% | +193.1% |
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