+589.4%
SE vs FCUV
-96.8%
+686.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.7% | +12.8% | -0.8% |
| 7D | -6.1% | +62.8% | -68.9% | -6.7% |
| 30D | -2.5% | +66.5% | -69.0% | -3.3% |
| 3M | +21.7% | +459.9% | -438.2% | +14.5% |
| 6M | +27.0% | -12.4% | +39.4% | +22.6% |
| YTD | -12.1% | -47.5% | +35.4% | -14.4% |
| 1Y | -40.9% | -80.5% | +39.6% | -41.6% |
| 3Y | +191.0% | -97.6% | +288.6% | +188.0% |
| 5Y | -68.3% | -99.5% | +31.3% | -67.7% |
| All | +589.4% | -96.8% | +686.2% | +512.3% |
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 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