+31.0%
PL vs FCUV
-99.7%
+130.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +136.0% | -136.6% | -2.4% |
| 7D | +10.0% | +148.8% | -138.7% | +8.1% |
| 30D | -2.3% | +95.0% | -97.3% | -3.7% |
| 3M | -44.2% | +27.8% | -72.0% | -45.2% |
| 6M | -66.1% | +121.0% | -187.1% | -68.9% |
| YTD | -30.0% | -78.1% | +48.2% | -29.7% |
| 1Y | +21.0% | -94.3% | +115.3% | +30.4% |
| 3Y | +516.5% | -98.9% | +615.4% | +598.9% |
| All | +31.0% | -99.7% | +130.7% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling