+239.8%
RF vs FCUV
-99.3%
+339.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.8% |
| 7D | +0.3% | -15.3% | +15.7% | +0.4% |
| 30D | +6.2% | -29.7% | +35.9% | +6.2% |
| 3M | -7.8% | -54.5% | +46.7% | -7.8% |
| 6M | +5.9% | -26.7% | +32.7% | +5.1% |
| YTD | +9.0% | -91.0% | +100.0% | +8.5% |
| 1Y | +19.3% | -98.0% | +117.3% | +19.0% |
| 3Y | +116.4% | -99.5% | +216.0% | +115.6% |
| 5Y | +46.0% | -99.9% | +145.9% | +45.6% |
| 10Y | +239.8% | -99.3% | +339.1% | +230.8% |
| All | +239.8% | -99.3% | +339.1% | +230.8% |
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 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