+66.9%
T vs FCUV
-98.6%
+165.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -2.4% | -72.0% | +69.5% | -2.5% |
| 30D | +4.3% | -8.0% | +12.3% | +4.3% |
| 3M | +11.6% | +66.3% | -54.7% | +11.8% |
| 6M | -5.6% | -75.3% | +69.7% | -5.5% |
| YTD | +6.6% | -83.0% | +89.5% | +6.6% |
| 1Y | -8.4% | -94.7% | +86.3% | -8.4% |
| 3Y | +107.8% | -99.3% | +207.1% | +107.8% |
| 5Y | +68.3% | -99.9% | +168.1% | +68.1% |
| All | +66.9% | -98.6% | +165.5% | +68.2% |
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