-66.3%
SE vs FCUV
-99.9%
+33.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.0% | +2.9% | -4.0% |
| 7D | -3.6% | -63.8% | +60.1% | -3.0% |
| 30D | -5.3% | -14.7% | +9.4% | -5.8% |
| 3M | +28.1% | +65.3% | -37.2% | +21.1% |
| 6M | +20.7% | -68.5% | +89.1% | +18.9% |
| YTD | -14.8% | -83.0% | +68.3% | -14.0% |
| 1Y | -43.6% | -94.4% | +50.8% | -41.0% |
| 3Y | +184.2% | -99.3% | +283.5% | +227.1% |
| 5Y | -66.3% | -99.9% | +33.6% | -52.6% |
| All | -66.3% | -99.9% | +33.6% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling