+89.2%
TER vs FCUV
-99.9%
+189.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.2% | +8.3% |
| 7D | +5.9% | -4.7% | +10.6% | +6.0% |
| 30D | -30.8% | -23.2% | -7.6% | -30.5% |
| 3M | -29.9% | -49.2% | +19.2% | -30.0% |
| 6M | -27.5% | -9.2% | -18.2% | -31.4% |
| YTD | +37.5% | -90.6% | +128.1% | +41.2% |
| 1Y | +50.3% | -97.9% | +148.1% | +65.6% |
| 3Y | +204.9% | -99.5% | +304.4% | +247.3% |
| 5Y | +89.2% | -99.9% | +189.0% | +144.1% |
| All | +89.2% | -99.9% | +189.0% | +144.1% |
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