+151.1%
TOST vs FCUV
-98.9%
+250.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +136.0% | -132.5% | +2.7% |
| 7D | 0.0% | +148.8% | -148.7% | -0.7% |
| 30D | +16.2% | +95.0% | -78.9% | +15.4% |
| 3M | -1.5% | +27.8% | -29.3% | -2.2% |
| 6M | +55.3% | +121.0% | -65.7% | +51.6% |
| YTD | -2.3% | -78.1% | +75.8% | +0.1% |
| 1Y | -5.5% | -94.3% | +88.7% | 0.0% |
| 3Y | +151.1% | -98.9% | +250.0% | +182.8% |
| All | +151.1% | -98.9% | +250.0% | +182.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling