+73.2%
PR vs FCUV
-99.6%
+172.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +1.9% |
| 7D | -16.4% | -13.0% | -3.4% | -16.4% |
| 30D | -1.9% | -36.9% | +35.0% | -1.7% |
| 3M | +8.0% | -65.3% | +73.3% | +8.1% |
| 6M | +4.1% | -32.9% | +37.0% | +2.5% |
| YTD | +58.7% | -91.2% | +149.9% | +58.3% |
| 1Y | +75.8% | -98.2% | +174.0% | +78.0% |
| 3Y | +73.2% | -99.6% | +172.7% | +64.9% |
| All | +73.2% | -99.6% | +172.8% | +64.9% |
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