+314.7%
SPY vs FCUV
-98.6%
+413.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.8% |
| 7D | -0.8% | -66.5% | +65.7% | -0.6% |
| 30D | -1.1% | +5.0% | -6.0% | -1.2% |
| 3M | +3.9% | +63.8% | -59.9% | +2.9% |
| 6M | +13.6% | -67.8% | +81.4% | +12.8% |
| YTD | +12.7% | -82.4% | +95.1% | +12.0% |
| 1Y | +17.5% | -94.7% | +112.2% | +17.1% |
| 3Y | +76.9% | -99.3% | +176.2% | +76.1% |
| 5Y | +83.6% | -99.9% | +183.4% | +82.9% |
| All | +314.7% | -98.6% | +413.3% | +311.9% |
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 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