+50.7%
O vs FCUV
-98.6%
+149.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.1% |
| 7D | -2.9% | -66.5% | +63.6% | -2.8% |
| 30D | -4.5% | +5.0% | -9.5% | -4.5% |
| 3M | -2.6% | +63.8% | -66.4% | -2.8% |
| 6M | -5.6% | -67.8% | +62.2% | -5.7% |
| YTD | +9.3% | -82.4% | +91.7% | +9.2% |
| 1Y | +4.3% | -94.7% | +99.0% | +4.3% |
| 3Y | +27.4% | -99.3% | +126.7% | +27.4% |
| 5Y | +17.1% | -99.9% | +116.9% | +17.0% |
| All | +50.7% | -98.6% | +149.3% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling