+29.7%
Q vs FCUV
-97.0%
+126.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -65.2% | +67.6% | +2.2% |
| 7D | +6.7% | -47.9% | +54.7% | +6.7% |
| 30D | -10.6% | +13.7% | -24.3% | -10.5% |
| 3M | -14.6% | +97.0% | -111.6% | -13.3% |
| 6M | +12.1% | -66.1% | +78.2% | +18.2% |
| YTD | +51.3% | -81.8% | +133.0% | +61.8% |
| All | +29.7% | -97.0% | +126.7% | +42.7% |
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