-12.6%
TLT vs FCUV
-98.2%
+85.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +136.0% | -136.4% | -0.3% |
| 7D | -3.1% | +148.8% | -151.9% | -3.0% |
| 30D | +1.0% | +95.0% | -94.0% | +1.1% |
| 3M | -2.7% | +27.8% | -30.5% | -2.6% |
| 6M | -4.1% | +121.0% | -125.1% | -3.7% |
| YTD | -5.4% | -78.1% | +72.8% | -5.0% |
| 1Y | -7.0% | -94.3% | +87.2% | -6.7% |
| 3Y | +2.8% | -98.9% | +101.7% | +3.2% |
| 5Y | -35.4% | -99.7% | +64.3% | -35.2% |
| All | -12.6% | -98.2% | +85.6% | -9.4% |
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 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