+213.6%
RF vs FCUV
-98.2%
+311.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +136.0% | -134.8% | +0.9% |
| 7D | +1.9% | +148.8% | -146.8% | +1.6% |
| 30D | +7.3% | +95.0% | -87.7% | +7.1% |
| 3M | -7.9% | +27.8% | -35.7% | -8.2% |
| 6M | +10.5% | +121.0% | -110.5% | +9.3% |
| YTD | +9.6% | -78.1% | +87.8% | +8.8% |
| 1Y | +20.3% | -94.3% | +114.6% | +19.7% |
| 3Y | +119.5% | -98.9% | +218.4% | +118.1% |
| 5Y | +48.2% | -99.7% | +147.9% | +47.3% |
| All | +213.6% | -98.2% | +311.9% | +204.0% |
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