+239.9%
TMUS vs FCUV
-99.3%
+339.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.7% |
| 7D | +6.5% | +2.4% | +4.1% | +6.5% |
| 30D | +11.3% | -25.9% | +37.2% | +11.2% |
| 3M | -2.9% | -44.8% | +41.9% | -2.9% |
| 6M | -10.5% | -3.5% | -7.1% | -10.3% |
| YTD | -14.4% | -90.7% | +76.3% | -14.3% |
| 1Y | -17.9% | -97.9% | +80.0% | -17.8% |
| 3Y | +21.9% | -99.5% | +121.4% | +22.1% |
| 5Y | +52.1% | -99.9% | +152.0% | +52.4% |
| All | +239.9% | -99.3% | +339.2% | +252.8% |
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