+9.5%
TPR vs FCUV
-94.0%
+103.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.0% | +3.7% | -3.3% |
| 7D | -7.3% | -63.8% | +56.4% | -7.2% |
| 30D | -30.7% | -14.7% | -16.1% | -30.7% |
| 3M | -21.6% | +65.3% | -86.9% | -21.7% |
| 6M | -21.3% | -68.5% | +47.2% | -20.1% |
| YTD | -10.2% | -83.0% | +72.9% | -8.6% |
| 1Y | +9.5% | -94.4% | +103.9% | +12.8% |
| All | +9.5% | -94.0% | +103.5% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling