+502.7%
THC vs FCUV
-94.7%
+597.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +136.0% | -136.3% | 0.0% |
| 7D | +1.0% | +148.8% | -147.8% | +1.3% |
| 30D | +5.3% | +95.0% | -89.7% | +5.6% |
| 3M | +7.1% | +27.8% | -20.7% | +7.5% |
| 6M | +46.0% | +121.0% | -74.9% | +47.9% |
| YTD | +43.9% | -78.1% | +122.1% | +45.1% |
| 1Y | +45.4% | -94.3% | +139.7% | +46.2% |
| 3Y | +421.3% | -98.9% | +520.2% | +424.8% |
| 5Y | +261.5% | -99.7% | +361.2% | +263.5% |
| 10Y | +1,865.8% | -98.2% | +1,964.1% | +2,000.9% |
| All | +502.7% | -94.7% | +597.4% | +559.5% |
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