-44.4%
TOST vs FCUV
-99.9%
+55.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +4.0% | -15.4% | +19.4% | +4.3% |
| 30D | +11.1% | -32.9% | +43.9% | +11.6% |
| 3M | +0.8% | -46.2% | +47.0% | +0.9% |
| 6M | +38.8% | -30.0% | +68.8% | +32.7% |
| YTD | -2.1% | -91.4% | +89.3% | +1.8% |
| 1Y | -6.0% | -98.1% | +92.0% | +6.1% |
| 3Y | +149.8% | -99.6% | +249.4% | +201.6% |
| 5Y | -42.8% | -99.9% | +57.1% | -17.7% |
| All | -44.4% | -99.9% | +55.5% | -21.5% |
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