+1,335.4%
TER vs FCUV
-94.7%
+1,430.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +136.0% | -141.4% | -5.7% |
| 7D | +14.4% | +148.8% | -134.4% | +13.9% |
| 30D | -30.6% | +95.0% | -125.6% | -30.8% |
| 3M | -39.2% | +27.8% | -67.0% | -39.4% |
| 6M | -31.3% | +121.0% | -152.2% | -32.6% |
| YTD | +29.1% | -78.1% | +107.2% | +27.6% |
| 1Y | +47.4% | -94.3% | +141.7% | +46.4% |
| 3Y | +191.2% | -98.9% | +290.1% | +188.7% |
| 5Y | +74.0% | -99.7% | +173.7% | +72.8% |
| 10Y | +1,005.1% | -98.2% | +1,103.3% | +1,004.2% |
| All | +1,335.4% | -94.7% | +1,430.1% | +1,350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling