+398.8%
OSCR vs FCUV
-99.2%
+498.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.6% |
| 7D | +1.6% | -66.5% | +68.1% | +2.0% |
| 30D | +10.7% | +5.0% | +5.7% | +10.3% |
| 3M | +13.4% | +63.8% | -50.4% | +10.8% |
| 6M | +144.6% | -67.8% | +212.4% | +144.7% |
| YTD | +128.0% | -82.4% | +210.5% | +130.5% |
| 1Y | +68.7% | -94.7% | +163.4% | +74.0% |
| 3Y | +398.8% | -99.3% | +498.0% | +382.3% |
| All | +398.8% | -99.2% | +498.0% | +382.3% |
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 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