+216.5%
SLV vs FCUV
-98.6%
+315.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.8% | -5.3% |
| 7D | -5.0% | -72.0% | +66.9% | -5.0% |
| 30D | -1.8% | -8.0% | +6.2% | -1.8% |
| 3M | -0.3% | +66.3% | -66.5% | -0.4% |
| 6M | -28.2% | -75.3% | +47.1% | -28.0% |
| YTD | -10.7% | -83.0% | +72.2% | -10.5% |
| 1Y | +53.7% | -94.7% | +148.4% | +54.3% |
| 3Y | +173.7% | -99.3% | +272.9% | +174.7% |
| 5Y | +161.5% | -99.9% | +261.3% | +162.8% |
| All | +216.5% | -98.6% | +315.1% | +213.6% |
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 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