+333.8%
RF vs FCUV
-97.9%
+431.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.2% |
| 7D | -0.1% | -15.4% | +15.3% | -0.1% |
| 30D | +7.0% | -32.9% | +39.9% | +7.1% |
| 3M | -7.0% | -46.2% | +39.1% | -7.0% |
| 6M | +6.8% | -30.0% | +36.8% | +6.1% |
| YTD | +9.9% | -91.4% | +101.3% | +9.5% |
| 1Y | +21.1% | -98.1% | +119.2% | +20.9% |
| 3Y | +119.6% | -99.6% | +219.2% | +118.9% |
| 5Y | +46.2% | -99.9% | +146.1% | +45.8% |
| 10Y | +261.5% | -99.3% | +360.8% | +261.8% |
| All | +333.8% | -97.9% | +431.7% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling