+553.4%
SE vs FCUV
-98.9%
+652.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.4% |
| 7D | -5.2% | -66.5% | +61.3% | -4.6% |
| 30D | -17.1% | +5.0% | -22.0% | -17.6% |
| 3M | +24.0% | +63.8% | -39.8% | +17.8% |
| 6M | +21.0% | -67.8% | +88.8% | +17.6% |
| YTD | -16.7% | -82.4% | +65.7% | -18.3% |
| 1Y | -45.9% | -94.7% | +48.8% | -45.9% |
| 3Y | +177.8% | -99.3% | +277.1% | +177.5% |
| 5Y | -67.4% | -99.9% | +32.5% | -66.5% |
| All | +553.4% | -98.9% | +652.3% | +484.4% |
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 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