-49.3%
TE vs FCUV
-99.8%
+50.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.6% |
| 7D | +0.2% | -66.5% | +66.7% | +0.9% |
| 30D | -5.9% | +5.0% | -10.9% | -6.7% |
| 3M | -45.6% | +63.8% | -109.4% | -48.8% |
| 6M | -43.4% | -67.8% | +24.5% | -42.7% |
| YTD | -31.0% | -82.4% | +51.4% | -27.4% |
| 1Y | +145.2% | -94.7% | +240.0% | +174.9% |
| 3Y | -24.1% | -99.3% | +75.2% | -9.0% |
| All | -49.3% | -99.8% | +50.5% | -31.1% |
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