+115.6%
T vs FCUV
-87.2%
+202.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.7% | +11.7% | -2.0% |
| 7D | -1.3% | +62.8% | -64.1% | -1.2% |
| 30D | +11.4% | +66.5% | -55.1% | +11.4% |
| 3M | +14.3% | +459.9% | -445.7% | +14.7% |
| 6M | -9.3% | -12.4% | +3.1% | -9.1% |
| YTD | +7.1% | -47.5% | +54.6% | +7.3% |
| 1Y | -9.1% | -80.5% | +71.4% | -9.0% |
| 3Y | +105.3% | -97.6% | +203.0% | +105.5% |
| 5Y | +66.8% | -99.5% | +166.4% | +66.8% |
| 10Y | +66.8% | -95.8% | +162.5% | +70.0% |
| All | +115.6% | -87.2% | +202.9% | +121.6% |
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