+29.1%
Q vs FCUV
-98.5%
+127.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -3.1% |
| 7D | +11.5% | +2.4% | +9.1% | +11.5% |
| 30D | -0.2% | -25.9% | +25.8% | -0.2% |
| 3M | -13.6% | -44.8% | +31.2% | -13.6% |
| 6M | -27.0% | -3.5% | -23.6% | -26.0% |
| YTD | +50.5% | -90.7% | +141.3% | +60.9% |
| 1Y | +33.8% | -97.9% | +131.6% | +43.6% |
| All | +29.1% | -98.5% | +127.5% | +41.8% |
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 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