+45.3%
SO vs FCUV
-99.2%
+144.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -65.2% | +66.2% | +1.0% |
| 7D | +1.0% | -47.9% | +49.0% | +1.0% |
| 30D | -3.2% | +13.7% | -16.9% | -3.2% |
| 3M | -1.7% | +97.0% | -98.7% | -1.9% |
| 6M | -7.2% | -66.1% | +58.9% | -7.5% |
| YTD | +4.6% | -81.8% | +86.3% | +4.3% |
| 1Y | +1.2% | -93.3% | +94.5% | +1.2% |
| 3Y | +45.3% | -99.2% | +144.5% | +43.7% |
| All | +45.3% | -99.2% | +144.4% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling