+94.9%
PR vs FCUV
-98.9%
+193.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +136.0% | -134.8% | +0.5% |
| 7D | +6.0% | +148.8% | -142.8% | +5.2% |
| 30D | -4.2% | +95.0% | -99.2% | -4.8% |
| 3M | +10.0% | +27.8% | -17.8% | +9.2% |
| 6M | +15.6% | +121.0% | -105.4% | +12.7% |
| YTD | +68.2% | -78.1% | +146.3% | +66.5% |
| 1Y | +79.2% | -94.3% | +173.5% | +79.7% |
| 3Y | +94.9% | -98.9% | +193.8% | +87.9% |
| All | +94.9% | -98.9% | +193.8% | +87.9% |
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