+235.9%
ROIV vs FCUV
-97.9%
+333.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.7% | +15.2% | +1.5% |
| 7D | +0.6% | +62.8% | -62.2% | +0.5% |
| 30D | +1.0% | +66.5% | -65.5% | +0.8% |
| 3M | +18.3% | +459.9% | -441.7% | +16.8% |
| 6M | +18.3% | -12.4% | +30.7% | +18.2% |
| YTD | +61.0% | -47.5% | +108.5% | +61.2% |
| 1Y | +177.9% | -80.5% | +258.4% | +179.7% |
| 3Y | +199.1% | -97.6% | +296.7% | +203.0% |
| 5Y | +250.7% | -99.5% | +350.2% | +258.9% |
| All | +235.9% | -97.9% | +333.7% | +236.4% |
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