+77.2%
TGT vs FCUV
-94.5%
+171.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | +0.1% |
| 7D | -5.2% | -66.5% | +61.2% | -5.1% |
| 30D | +1.2% | +5.0% | -3.8% | +1.1% |
| 3M | +18.4% | +63.8% | -45.4% | +17.8% |
| 6M | +33.4% | -67.8% | +101.3% | +35.6% |
| YTD | +63.8% | -82.4% | +146.2% | +67.6% |
| 1Y | +77.2% | -94.7% | +171.9% | +84.4% |
| All | +77.2% | -94.5% | +171.6% | +84.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling