+358.8%
SPY vs FCUV
-87.2%
+446.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.7% | +13.3% | -0.4% |
| 7D | +0.1% | +62.8% | -62.7% | 0.0% |
| 30D | +0.1% | +66.5% | -66.5% | -0.1% |
| 3M | +2.0% | +459.9% | -458.0% | +1.1% |
| 6M | +13.0% | -12.4% | +25.4% | +12.3% |
| YTD | +13.5% | -47.5% | +61.1% | +12.9% |
| 1Y | +20.0% | -80.5% | +100.5% | +19.4% |
| 3Y | +77.2% | -97.6% | +174.8% | +76.3% |
| 5Y | +81.9% | -99.5% | +181.4% | +81.1% |
| 10Y | +314.1% | -95.8% | +409.8% | +315.1% |
| All | +358.8% | -87.2% | +446.0% | +364.3% |
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