-89.0%
OPEN vs FCUV
-99.3%
+10.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +136.0% | -139.6% | -6.1% |
| 7D | -15.0% | +148.8% | -163.8% | -17.2% |
| 30D | -40.2% | +95.0% | -135.2% | -41.5% |
| 3M | -67.4% | +27.8% | -95.2% | -68.2% |
| 6M | -74.0% | +121.0% | -195.0% | -76.9% |
| YTD | -79.6% | -78.1% | -1.4% | -80.3% |
| 1Y | -86.1% | -94.3% | +8.2% | -85.7% |
| 3Y | -41.4% | -98.9% | +57.5% | -41.1% |
| 5Y | -94.9% | -99.7% | +4.8% | -94.5% |
| All | -89.0% | -99.3% | +10.3% | -89.1% |
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