+11.1%
OMC vs FCUV
-99.2%
+110.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | -6.2% | -72.0% | +65.7% | -6.1% |
| 30D | -7.6% | -8.0% | +0.4% | -7.6% |
| 3M | +7.4% | +66.3% | -58.9% | +6.8% |
| 6M | +0.1% | -75.3% | +75.4% | +1.2% |
| YTD | +0.4% | -83.0% | +83.4% | +1.7% |
| 1Y | +7.8% | -94.7% | +102.4% | +10.2% |
| All | +11.1% | -99.2% | +110.3% | +20.5% |
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 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