+75.7%
TFC vs FCUV
-98.2%
+173.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +136.0% | -134.8% | +0.9% |
| 7D | +2.3% | +148.8% | -146.5% | +2.0% |
| 30D | +10.8% | +95.0% | -84.2% | +10.5% |
| 3M | -3.8% | +27.8% | -31.6% | -4.0% |
| 6M | +9.6% | +121.0% | -111.4% | +8.4% |
| YTD | +5.8% | -78.1% | +83.9% | +5.0% |
| 1Y | +16.2% | -94.3% | +110.4% | +15.7% |
| 3Y | +96.0% | -98.9% | +194.9% | +94.8% |
| 5Y | +1.7% | -99.7% | +101.4% | +1.1% |
| All | +75.7% | -98.2% | +173.9% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling