+251.0%
SPOT vs FCUV
-99.2%
+350.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +6.0% | -1.0% |
| 7D | -6.5% | -63.8% | +57.3% | -6.3% |
| 30D | +2.2% | -14.7% | +16.9% | +2.1% |
| 3M | +5.4% | +65.3% | -59.9% | +4.5% |
| 6M | -4.0% | -68.5% | +64.5% | -3.3% |
| YTD | -9.9% | -83.0% | +73.1% | -8.6% |
| 1Y | -27.3% | -94.4% | +67.1% | -25.5% |
| 3Y | +236.4% | -99.3% | +335.7% | +244.4% |
| 5Y | +112.6% | -99.9% | +212.5% | +120.7% |
| All | +251.0% | -99.2% | +350.2% | +242.9% |
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