+415.3%
PR vs FCUV
-99.5%
+514.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.7% | +12.1% | -1.5% |
| 7D | +2.9% | +62.8% | -59.9% | +2.5% |
| 30D | +18.0% | +66.5% | -48.5% | +17.4% |
| 3M | +16.9% | +459.9% | -443.1% | +12.9% |
| 6M | +28.2% | -12.4% | +40.6% | +26.3% |
| YTD | +69.3% | -47.5% | +116.9% | +67.9% |
| 1Y | +69.5% | -80.5% | +150.0% | +69.8% |
| 3Y | +81.7% | -97.6% | +179.3% | +86.4% |
| All | +415.3% | -99.5% | +514.8% | +485.8% |
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