+169.5%
PR vs FCUV
-95.8%
+265.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.7% | +12.1% | -1.6% |
| 7D | +2.9% | +62.8% | -59.9% | +2.9% |
| 30D | +18.0% | +66.5% | -48.5% | +18.0% |
| 3M | +16.9% | +459.9% | -443.1% | +16.6% |
| 6M | +28.2% | -12.4% | +40.6% | +27.9% |
| YTD | +69.3% | -47.5% | +116.9% | +68.8% |
| 1Y | +69.5% | -80.5% | +150.0% | +69.0% |
| 3Y | +81.7% | -97.6% | +179.3% | +81.1% |
| 5Y | +422.2% | -99.5% | +521.8% | +420.0% |
| 10Y | +110.4% | -95.8% | +206.1% | +113.2% |
| All | +169.5% | -95.8% | +265.2% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling