+747.2%
ON vs FCUV
-95.6%
+842.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -65.2% | +60.8% | -4.4% |
| 7D | -2.2% | -47.9% | +45.8% | -2.1% |
| 30D | -12.4% | +13.7% | -26.1% | -12.5% |
| 3M | -41.2% | +97.0% | -138.2% | -41.5% |
| 6M | +25.0% | -66.1% | +91.1% | +24.8% |
| YTD | +31.3% | -81.8% | +113.0% | +31.3% |
| 1Y | +45.4% | -93.3% | +138.7% | +45.9% |
| 3Y | -27.4% | -99.2% | +71.8% | -27.2% |
| 5Y | +58.5% | -99.9% | +158.3% | +59.3% |
| 10Y | +561.8% | -98.5% | +660.3% | +571.6% |
| All | +747.2% | -95.6% | +842.8% | +797.0% |
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