+629.3%
ON vs FCUV
-98.6%
+727.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.3% | +5.2% | +8.5% |
| 7D | +2.4% | -66.5% | +68.8% | +2.5% |
| 30D | -8.6% | +5.0% | -13.6% | -8.7% |
| 3M | -34.3% | +63.8% | -98.1% | -34.9% |
| 6M | +28.5% | -67.8% | +96.4% | +28.2% |
| YTD | +40.6% | -82.4% | +123.0% | +40.5% |
| 1Y | +55.3% | -94.7% | +150.1% | +56.0% |
| 3Y | -22.2% | -99.3% | +77.1% | -21.9% |
| 5Y | +62.4% | -99.9% | +162.2% | +63.3% |
| All | +629.3% | -98.6% | +727.9% | +610.4% |
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