+363.5%
SE vs FCUV
-98.7%
+462.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +136.0% | -134.9% | -0.3% |
| 7D | -0.5% | +148.8% | -149.3% | -1.9% |
| 30D | -20.9% | +95.0% | -116.0% | -21.9% |
| 3M | -38.9% | +27.8% | -66.7% | -39.7% |
| 6M | -19.4% | +121.0% | -140.4% | -24.3% |
| YTD | -40.9% | -78.1% | +37.2% | -42.5% |
| 1Y | -46.2% | -94.3% | +48.1% | -46.2% |
| 3Y | +63.7% | -98.9% | +162.6% | +61.7% |
| 5Y | -77.9% | -99.7% | +21.8% | -77.6% |
| All | +363.5% | -98.7% | +462.1% | +311.3% |
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