+125.0%
SU vs FCUV
-99.2%
+224.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.2% |
| 7D | +2.2% | -66.5% | +68.7% | +2.3% |
| 30D | +8.4% | +5.0% | +3.5% | +8.3% |
| 3M | +12.1% | +63.8% | -51.7% | +11.4% |
| 6M | +19.7% | -67.8% | +87.5% | +18.9% |
| YTD | +58.4% | -82.4% | +140.8% | +57.2% |
| 1Y | +67.2% | -94.7% | +162.0% | +65.7% |
| 3Y | +125.0% | -99.3% | +224.3% | +119.0% |
| All | +125.0% | -99.2% | +224.3% | +119.0% |
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