+336.7%
RF vs FCUV
-98.5%
+435.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -65.2% | +64.1% | -1.0% |
| 7D | +2.7% | -47.9% | +50.6% | +2.7% |
| 30D | -3.4% | +13.7% | -17.0% | -3.5% |
| 3M | +6.4% | +97.0% | -90.6% | +5.4% |
| 6M | +13.4% | -66.1% | +79.5% | +12.6% |
| YTD | +14.2% | -81.8% | +96.0% | +13.6% |
| 1Y | +15.7% | -93.3% | +109.0% | +15.2% |
| 3Y | +91.3% | -99.2% | +190.6% | +90.4% |
| 5Y | +89.8% | -99.9% | +189.6% | +88.8% |
| 10Y | +336.7% | -98.5% | +435.2% | +325.7% |
| All | +336.7% | -98.5% | +435.2% | +325.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling