+1,953.6%
TER vs FCUV
-87.2%
+2,040.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -13.7% | +19.1% | +5.5% |
| 7D | +0.6% | +62.8% | -62.2% | +0.4% |
| 30D | -8.3% | +66.5% | -74.8% | -8.5% |
| 3M | -12.2% | +459.9% | -472.2% | -13.9% |
| 6M | +17.1% | -12.4% | +29.4% | +15.5% |
| YTD | +84.7% | -47.5% | +132.2% | +82.5% |
| 1Y | +199.9% | -80.5% | +280.4% | +197.4% |
| 3Y | +232.8% | -97.6% | +330.4% | +229.8% |
| 5Y | +198.6% | -99.5% | +298.1% | +196.4% |
| 10Y | +1,669.7% | -95.8% | +1,765.5% | +1,668.2% |
| All | +1,953.6% | -87.2% | +2,040.9% | +1,974.4% |
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 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