+41.9%
TMUS vs FCUV
-99.9%
+141.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.0% | +4.6% | -2.4% |
| 7D | -5.3% | -63.8% | +58.4% | -5.4% |
| 30D | +0.1% | -14.7% | +14.8% | +0.2% |
| 3M | -0.6% | +65.3% | -65.9% | -0.1% |
| 6M | -17.5% | -68.5% | +50.9% | -17.4% |
| YTD | -11.3% | -83.0% | +71.8% | -11.2% |
| 1Y | -25.4% | -94.4% | +69.0% | -25.4% |
| 3Y | +35.5% | -99.3% | +134.8% | +38.5% |
| 5Y | +41.9% | -99.9% | +141.8% | +48.0% |
| All | +41.9% | -99.9% | +141.8% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling