-28.3%
ON vs FCUV
-99.2%
+71.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -4.7% | -72.0% | +67.2% | -4.8% |
| 30D | -13.5% | -8.0% | -5.5% | -13.4% |
| 3M | -36.3% | +66.3% | -102.6% | -35.5% |
| 6M | +17.8% | -75.3% | +93.1% | +23.1% |
| YTD | +29.6% | -83.0% | +112.5% | +36.2% |
| 1Y | +45.8% | -94.7% | +140.4% | +57.1% |
| All | -28.3% | -99.2% | +71.0% | -30.5% |
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