-4.1%
TLT vs FCUV
-87.2%
+83.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.7% | +13.8% | +0.2% |
| 7D | -0.4% | +62.8% | -63.3% | -0.4% |
| 30D | -0.6% | +66.5% | -67.1% | -0.5% |
| 3M | -2.7% | +459.9% | -462.7% | -2.4% |
| 6M | -5.6% | -12.4% | +6.7% | -5.3% |
| YTD | -2.8% | -47.5% | +44.8% | -2.5% |
| 1Y | -1.4% | -80.5% | +79.1% | -1.2% |
| 3Y | -1.6% | -97.6% | +96.1% | -1.3% |
| 5Y | -33.8% | -99.5% | +65.7% | -33.7% |
| 10Y | -21.1% | -95.8% | +74.6% | -20.4% |
| All | -4.1% | -87.2% | +83.2% | -4.2% |
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