+350.5%
SPY vs FCUV
-94.7%
+445.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +136.0% | -136.4% | -0.6% |
| 7D | +2.6% | +148.8% | -146.2% | +2.4% |
| 30D | -2.0% | +95.0% | -97.0% | -2.2% |
| 3M | -2.8% | +27.8% | -30.6% | -3.0% |
| 6M | +2.1% | +121.0% | -118.8% | +1.2% |
| YTD | +11.5% | -78.1% | +89.6% | +10.8% |
| 1Y | +13.5% | -94.3% | +107.7% | +13.0% |
| 3Y | +77.7% | -98.9% | +176.6% | +76.8% |
| 5Y | +72.6% | -99.7% | +172.3% | +71.9% |
| 10Y | +308.2% | -98.2% | +406.4% | +309.1% |
| All | +350.5% | -94.7% | +445.1% | +355.9% |
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