+55.6%
TOST vs FCUV
-97.7%
+153.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.7% | +0.1% |
| 7D | -3.4% | +62.8% | -66.2% | -3.7% |
| 30D | -2.4% | +66.5% | -68.9% | -2.8% |
| 3M | +34.6% | +459.9% | -425.3% | +31.4% |
| 6M | +15.2% | -12.4% | +27.6% | +16.8% |
| YTD | -4.4% | -47.5% | +43.1% | -2.0% |
| 1Y | -17.4% | -80.5% | +63.1% | -13.6% |
| All | +55.6% | -97.7% | +153.2% | +69.1% |
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