+95.0%
RF vs FCUV
-97.7%
+192.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.7% | +13.6% | 0.0% |
| 7D | +1.3% | +62.8% | -61.5% | +1.0% |
| 30D | -3.6% | +66.5% | -70.1% | -4.0% |
| 3M | +8.1% | +459.9% | -451.9% | +5.3% |
| 6M | +11.5% | -12.4% | +23.8% | +10.9% |
| YTD | +15.6% | -47.5% | +63.1% | +15.7% |
| 1Y | +15.7% | -80.5% | +96.2% | +17.2% |
| All | +95.0% | -97.7% | +192.6% | +110.2% |
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