+696.9%
P vs FCUV
-98.6%
+795.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.0% | +3.0% | -4.0% |
| 7D | +5.0% | -63.8% | +68.8% | +5.2% |
| 30D | -0.9% | -14.7% | +13.7% | -1.1% |
| 3M | +38.7% | +65.3% | -26.7% | +35.8% |
| 6M | +54.4% | -68.5% | +122.9% | +51.9% |
| YTD | +44.8% | -83.0% | +127.9% | +42.9% |
| 1Y | +22.5% | -94.4% | +117.0% | +21.4% |
| 3Y | +148.2% | -99.3% | +247.5% | +145.7% |
| 5Y | +268.9% | -99.9% | +368.8% | +265.9% |
| 10Y | +696.9% | -98.6% | +795.5% | +687.4% |
| All | +696.9% | -98.6% | +795.5% | +687.4% |
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