+296.1%
ROIV vs FCUV
-99.6%
+395.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.4% | +1.3% |
| 7D | +14.3% | -15.3% | +29.6% | +14.3% |
| 30D | +16.2% | -29.7% | +46.0% | +16.2% |
| 3M | +15.1% | -54.5% | +69.6% | +14.8% |
| 6M | +44.2% | -26.7% | +71.0% | +42.6% |
| YTD | +89.8% | -91.0% | +180.8% | +89.9% |
| 1Y | +94.6% | -98.0% | +192.6% | +96.4% |
| 3Y | +367.5% | -99.5% | +467.1% | +372.9% |
| 5Y | +421.4% | -99.9% | +521.3% | +432.9% |
| All | +296.1% | -99.6% | +395.7% | +296.4% |
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