+57.9%
SO vs FCUV
-99.9%
+157.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | -0.7% |
| 7D | 0.0% | -63.8% | +63.8% | +0.1% |
| 30D | -2.5% | -14.7% | +12.2% | -2.5% |
| 3M | -4.2% | +65.3% | -69.5% | -4.6% |
| 6M | -7.7% | -68.5% | +60.8% | -7.9% |
| YTD | +3.8% | -83.0% | +86.8% | +3.7% |
| 1Y | +0.1% | -94.4% | +94.5% | +0.3% |
| 3Y | +44.2% | -99.3% | +143.5% | +43.9% |
| 5Y | +57.9% | -99.9% | +157.7% | +57.6% |
| All | +57.9% | -99.9% | +157.7% | +57.6% |
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