+76.5%
SPY vs FCUV
-99.2%
+175.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.6% | -0.4% |
| 7D | -0.4% | -63.8% | +63.4% | -0.2% |
| 30D | -1.4% | -14.7% | +13.3% | -1.5% |
| 3M | +3.7% | +65.3% | -61.6% | +2.3% |
| 6M | +13.0% | -68.5% | +81.5% | +12.8% |
| YTD | +12.4% | -83.0% | +95.4% | +12.9% |
| 1Y | +18.5% | -94.4% | +112.9% | +20.3% |
| All | +76.5% | -99.2% | +175.7% | +80.8% |
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