+88.3%
T vs FCUV
-94.7%
+183.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +136.0% | -136.0% | +0.1% |
| 7D | +2.5% | +148.8% | -146.2% | +2.6% |
| 30D | -3.8% | +95.0% | -98.8% | -3.7% |
| 3M | -8.7% | +27.8% | -36.5% | -8.7% |
| 6M | -8.1% | +121.0% | -129.1% | -7.8% |
| YTD | -6.4% | -78.1% | +71.7% | -6.3% |
| 1Y | -9.8% | -94.3% | +84.5% | -9.7% |
| 3Y | +65.5% | -98.9% | +164.4% | +65.7% |
| 5Y | +57.0% | -99.7% | +156.7% | +57.0% |
| 10Y | +60.8% | -98.2% | +159.0% | +63.9% |
| All | +88.3% | -94.7% | +183.0% | +93.6% |
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