+449.1%
PL vs FCUV
-97.6%
+546.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.7% | +12.4% | -1.2% |
| 7D | -9.3% | +62.8% | -72.1% | -9.6% |
| 30D | -18.9% | +66.5% | -85.4% | -19.3% |
| 3M | -58.4% | +459.9% | -518.3% | -60.1% |
| 6M | -30.3% | -12.4% | -17.9% | -30.6% |
| YTD | -8.1% | -47.5% | +39.4% | -7.1% |
| 1Y | +180.5% | -80.5% | +261.0% | +190.4% |
| All | +449.1% | -97.6% | +546.7% | +505.7% |
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 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