+292.2%
TER vs FCUV
-99.2%
+391.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.0% | +10.1% | +3.2% |
| 7D | +12.4% | -63.8% | +76.1% | +12.6% |
| 30D | +5.1% | -14.7% | +19.8% | +4.7% |
| 3M | +4.0% | +65.3% | -61.4% | +1.0% |
| 6M | +29.5% | -68.5% | +98.0% | +30.4% |
| YTD | +98.5% | -83.0% | +181.5% | +102.9% |
| 1Y | +234.1% | -94.4% | +328.5% | +251.2% |
| All | +292.2% | -99.2% | +391.4% | +324.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling