+138.2%
O vs FCUV
-95.6%
+233.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -65.2% | +64.9% | -0.4% |
| 7D | -0.6% | -47.9% | +47.4% | -0.6% |
| 30D | -2.0% | +13.7% | -15.6% | -1.9% |
| 3M | +3.0% | +97.0% | -94.0% | +3.2% |
| 6M | -3.6% | -66.1% | +62.5% | -3.5% |
| YTD | +12.1% | -81.8% | +93.8% | +12.3% |
| 1Y | +8.9% | -93.3% | +102.2% | +9.1% |
| 3Y | +30.3% | -99.2% | +129.5% | +30.5% |
| 5Y | +13.7% | -99.9% | +113.6% | +13.8% |
| 10Y | +50.3% | -98.5% | +148.8% | +54.4% |
| All | +138.2% | -95.6% | +233.8% | +150.7% |
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