+57.8%
T vs FCUV
-99.7%
+157.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +136.0% | -136.0% | 0.0% |
| 7D | +2.5% | +148.8% | -146.2% | +2.5% |
| 30D | -3.8% | +95.0% | -98.8% | -3.8% |
| 3M | -8.7% | +27.8% | -36.5% | -8.8% |
| 6M | -8.1% | +121.0% | -129.1% | -8.3% |
| YTD | -6.4% | -78.1% | +71.7% | -7.0% |
| 1Y | -9.8% | -94.3% | +84.5% | -10.5% |
| 3Y | +65.5% | -98.9% | +164.4% | +64.5% |
| All | +57.8% | -99.7% | +157.5% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling