+465.1%
STM vs FCUV
-98.2%
+563.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +136.0% | -135.4% | +0.5% |
| 7D | +12.0% | +148.8% | -136.8% | +11.9% |
| 30D | -0.4% | +95.0% | -95.4% | -0.4% |
| 3M | -13.2% | +27.8% | -41.0% | -13.2% |
| 6M | -26.1% | +121.0% | -147.0% | -26.3% |
| YTD | +81.2% | -78.1% | +159.3% | +81.4% |
| 1Y | +98.3% | -94.3% | +192.6% | +99.2% |
| 3Y | +16.7% | -98.9% | +115.6% | +17.1% |
| 5Y | -4.8% | -99.7% | +94.9% | -4.4% |
| All | +465.1% | -98.2% | +563.3% | +472.2% |
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