+662.0%
PBR vs FCUV
-98.6%
+760.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -0.8% |
| 7D | +5.4% | -66.5% | +71.8% | +5.5% |
| 30D | +22.9% | +5.0% | +17.9% | +22.7% |
| 3M | +19.6% | +63.8% | -44.2% | +18.7% |
| 6M | +16.5% | -67.8% | +84.3% | +15.7% |
| YTD | +86.7% | -82.4% | +169.1% | +85.5% |
| 1Y | +74.7% | -94.7% | +169.5% | +73.7% |
| 3Y | +102.6% | -99.3% | +201.8% | +101.5% |
| 5Y | +566.6% | -99.9% | +666.4% | +563.6% |
| All | +662.0% | -98.6% | +760.6% | +637.8% |
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