+747.0%
ON vs FCUV
-94.7%
+841.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +136.0% | -139.6% | -3.8% |
| 7D | +12.2% | +148.8% | -136.5% | +12.1% |
| 30D | -3.1% | +95.0% | -98.2% | -3.2% |
| 3M | -12.9% | +27.8% | -40.7% | -13.0% |
| 6M | -38.6% | +121.0% | -159.6% | -39.0% |
| YTD | +31.2% | -78.1% | +109.4% | +31.2% |
| 1Y | +47.6% | -94.3% | +141.9% | +48.3% |
| 3Y | +6.6% | -98.9% | +105.5% | +6.9% |
| 5Y | +21.3% | -99.7% | +121.0% | +21.8% |
| 10Y | +533.3% | -98.2% | +631.6% | +542.4% |
| All | +747.0% | -94.7% | +841.7% | +796.3% |
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