+252.8%
SPOT vs FCUV
-99.1%
+352.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.8% |
| 7D | -3.1% | -66.5% | +63.4% | -2.9% |
| 30D | +7.4% | +5.0% | +2.4% | +7.3% |
| 3M | +8.2% | +63.8% | -55.6% | +7.3% |
| 6M | +2.2% | -67.8% | +70.0% | +3.0% |
| YTD | -9.5% | -82.4% | +72.9% | -8.1% |
| 1Y | -23.8% | -94.7% | +70.9% | -21.8% |
| 3Y | +233.5% | -99.3% | +332.7% | +241.4% |
| 5Y | +112.2% | -99.9% | +212.1% | +120.3% |
| All | +252.8% | -99.1% | +352.0% | +244.7% |
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 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