+46.6%
TEM vs FCUV
-94.2%
+140.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.4% |
| 7D | -8.7% | -66.5% | +57.8% | -7.9% |
| 30D | +8.1% | +5.0% | +3.1% | +7.3% |
| 3M | +19.0% | +63.8% | -44.8% | +12.6% |
| 6M | +12.0% | -67.8% | +79.8% | +13.7% |
| YTD | -0.1% | -82.4% | +82.3% | +4.6% |
| 1Y | -33.5% | -94.7% | +61.2% | -24.9% |
| All | +46.6% | -94.2% | +140.8% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling