+26.8%
PL vs FCUV
-99.8%
+126.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.9% | +13.2% | +10.4% |
| 7D | -6.8% | -13.0% | +6.1% | -6.7% |
| 30D | -29.3% | -36.9% | +7.6% | -29.0% |
| 3M | -44.8% | -65.3% | +20.6% | -44.6% |
| 6M | -68.4% | -32.9% | -35.5% | -69.8% |
| YTD | -36.4% | -91.2% | +54.9% | -36.9% |
| 1Y | +0.7% | -98.2% | +98.9% | +4.0% |
| 3Y | +455.3% | -99.6% | +554.9% | +463.4% |
| 5Y | +22.7% | -99.9% | +122.5% | +27.1% |
| All | +26.8% | -99.8% | +126.6% | +31.7% |
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