+206.3%
P vs FCUV
-99.5%
+305.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.4% |
| 7D | +17.8% | +2.4% | +15.4% | +17.8% |
| 30D | -29.9% | -25.9% | -3.9% | -29.7% |
| 3M | -1.2% | -44.8% | +43.6% | -1.2% |
| 6M | +32.1% | -3.5% | +35.6% | +28.1% |
| YTD | +64.3% | -90.7% | +155.0% | +65.9% |
| 1Y | +24.3% | -97.9% | +122.2% | +30.2% |
| All | +206.3% | -99.5% | +305.9% | +204.1% |
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 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