+26.7%
Q vs FCUV
-91.3%
+118.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.7% | +15.3% | +1.7% |
| 7D | +0.2% | +62.8% | -62.6% | +0.3% |
| 30D | -11.1% | +66.5% | -77.6% | -11.0% |
| 3M | -22.1% | +459.9% | -482.1% | -20.8% |
| 6M | +0.5% | -12.4% | +12.9% | +6.9% |
| YTD | +47.8% | -47.5% | +95.3% | +58.3% |
| All | +26.7% | -91.3% | +118.1% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling