+145.2%
TE vs FCUV
-94.5%
+239.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | +0.2% | -66.5% | +66.7% | +0.1% |
| 30D | -5.9% | +5.0% | -10.9% | -5.9% |
| 3M | -45.6% | +63.8% | -109.4% | -43.8% |
| 6M | -43.4% | -67.8% | +24.5% | -32.7% |
| YTD | -31.0% | -82.4% | +51.4% | -8.6% |
| 1Y | +145.2% | -94.7% | +240.0% | +282.8% |
| All | +145.2% | -94.5% | +239.7% | +282.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling