-46.4%
TOST vs FCUV
-99.9%
+53.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | -4.7% | +2.4% | -7.1% | -4.7% |
| 30D | +8.5% | -25.9% | +34.4% | +8.9% |
| 3M | -1.6% | -44.8% | +43.2% | -1.6% |
| 6M | +44.1% | -3.5% | +47.6% | +35.7% |
| YTD | -5.6% | -90.7% | +85.1% | -1.9% |
| 1Y | -12.6% | -97.9% | +85.3% | -1.6% |
| 3Y | +137.6% | -99.5% | +237.1% | +183.0% |
| 5Y | -30.4% | -99.9% | +69.5% | 0.0% |
| All | -46.4% | -99.9% | +53.5% | -24.4% |
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