+211.9%
TER vs FCUV
-99.9%
+311.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | +9.4% | -72.0% | +81.3% | +10.4% |
| 30D | -2.4% | -8.0% | +5.6% | -3.2% |
| 3M | +6.5% | +66.3% | -59.7% | +0.3% |
| 6M | +23.2% | -75.3% | +98.5% | +24.3% |
| YTD | +91.5% | -83.0% | +174.4% | +95.2% |
| 1Y | +214.8% | -94.7% | +309.5% | +235.9% |
| 3Y | +275.3% | -99.3% | +374.6% | +326.4% |
| 5Y | +211.9% | -99.9% | +311.8% | +293.7% |
| All | +211.9% | -99.9% | +311.8% | +293.7% |
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