+317.5%
TMUS vs FCUV
-98.6%
+416.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.3% | +2.9% |
| 7D | +0.4% | -66.5% | +66.9% | +0.4% |
| 30D | +3.5% | +5.0% | -1.4% | +3.6% |
| 3M | -1.3% | +63.8% | -65.1% | -1.0% |
| 6M | -13.6% | -67.8% | +54.2% | -13.4% |
| YTD | -8.8% | -82.4% | +73.7% | -8.6% |
| 1Y | -22.9% | -94.7% | +71.9% | -22.7% |
| 3Y | +36.7% | -99.3% | +136.0% | +37.0% |
| 5Y | +46.6% | -99.9% | +146.4% | +46.9% |
| All | +317.5% | -98.6% | +416.1% | +334.3% |
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