+79.9%
PL vs FCUV
-99.6%
+179.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -65.2% | +63.5% | -1.0% |
| 7D | -7.5% | -47.9% | +40.4% | -7.4% |
| 30D | -25.6% | +13.7% | -39.2% | -26.2% |
| 3M | -45.6% | +97.0% | -142.6% | -48.8% |
| 6M | -29.5% | -66.1% | +36.6% | -31.8% |
| YTD | -9.7% | -81.8% | +72.1% | -11.1% |
| 1Y | +84.4% | -93.3% | +177.7% | +85.0% |
| 3Y | +550.0% | -99.2% | +649.2% | +555.8% |
| 5Y | +79.0% | -99.9% | +178.8% | +84.0% |
| All | +79.9% | -99.6% | +179.5% | +85.6% |
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 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