+200.5%
SU vs FCUV
-95.9%
+296.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +1.7% | -72.0% | +73.6% | +1.7% |
| 30D | +9.6% | -8.0% | +17.6% | +9.6% |
| 3M | +11.7% | +66.3% | -54.5% | +11.4% |
| 6M | +21.9% | -75.3% | +97.2% | +21.6% |
| YTD | +58.6% | -83.0% | +141.6% | +58.2% |
| 1Y | +66.5% | -94.7% | +161.2% | +66.1% |
| 3Y | +121.4% | -99.3% | +220.7% | +120.9% |
| 5Y | +355.7% | -99.9% | +455.6% | +354.8% |
| 10Y | +264.2% | -98.6% | +362.8% | +263.4% |
| All | +200.5% | -95.9% | +296.4% | +196.6% |
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