+56.2%
OMC vs FCUV
-95.9%
+152.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.5% | -3.5% |
| 7D | -4.2% | -63.8% | +59.5% | -4.2% |
| 30D | -7.5% | -14.7% | +7.2% | -7.5% |
| 3M | +4.6% | +65.3% | -60.7% | +4.5% |
| 6M | -4.8% | -68.5% | +63.7% | -4.9% |
| YTD | -1.0% | -83.0% | +82.0% | -1.0% |
| 1Y | +3.8% | -94.4% | +98.3% | +3.9% |
| 3Y | +10.2% | -99.3% | +109.5% | +10.3% |
| 5Y | +29.7% | -99.9% | +129.6% | +29.7% |
| 10Y | +32.3% | -98.6% | +130.9% | +35.7% |
| All | +56.2% | -95.9% | +152.1% | +61.7% |
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