-40.6%
TOST vs FCUV
-99.9%
+59.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.4% |
| 7D | +9.4% | -13.0% | +22.4% | +9.6% |
| 30D | +13.5% | -36.9% | +50.4% | +14.1% |
| 3M | -0.1% | -65.3% | +65.2% | +0.3% |
| 6M | +22.5% | -32.9% | +55.3% | +17.5% |
| YTD | -2.4% | -91.2% | +88.9% | +1.6% |
| 1Y | -4.7% | -98.2% | +93.5% | +8.3% |
| 3Y | +103.2% | -99.6% | +202.8% | +146.9% |
| All | -40.6% | -99.9% | +59.3% | -19.6% |
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