+708.0%
PBR vs FCUV
-95.9%
+803.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +4.2% | -72.0% | +76.2% | +4.4% |
| 30D | +22.7% | -8.0% | +30.7% | +22.6% |
| 3M | +21.5% | +66.3% | -44.7% | +20.3% |
| 6M | +24.0% | -75.3% | +99.3% | +23.1% |
| YTD | +88.2% | -83.0% | +171.2% | +86.9% |
| 1Y | +74.8% | -94.7% | +169.5% | +73.8% |
| 3Y | +105.1% | -99.3% | +204.4% | +103.9% |
| 5Y | +572.2% | -99.9% | +672.1% | +569.1% |
| 10Y | +692.7% | -98.6% | +791.4% | +678.8% |
| All | +708.0% | -95.9% | +803.9% | +681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling