+17.2%
O vs FCUV
-99.9%
+117.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -3.5% | -72.0% | +68.5% | -3.4% |
| 30D | -3.3% | -8.0% | +4.7% | -3.4% |
| 3M | -2.8% | +66.3% | -69.1% | -3.7% |
| 6M | -5.8% | -75.3% | +69.5% | -5.4% |
| YTD | +9.4% | -83.0% | +92.4% | +10.1% |
| 1Y | +5.7% | -94.7% | +100.3% | +7.6% |
| 3Y | +27.2% | -99.3% | +126.5% | +31.2% |
| 5Y | +17.2% | -99.9% | +117.0% | +23.5% |
| All | +17.2% | -99.9% | +117.1% | +23.5% |
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