+234.9%
TPR vs FCUV
-99.7%
+334.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +136.0% | -136.2% | -1.1% |
| 7D | -0.3% | +148.8% | -149.1% | -1.3% |
| 30D | +15.1% | +95.0% | -79.9% | +14.1% |
| 3M | +3.5% | +27.8% | -24.3% | +2.6% |
| 6M | +0.4% | +121.0% | -120.5% | -3.6% |
| YTD | +4.6% | -78.1% | +82.7% | +5.3% |
| 1Y | +33.1% | -94.3% | +127.4% | +39.1% |
| 3Y | +396.0% | -98.9% | +494.9% | +439.6% |
| All | +234.9% | -99.7% | +334.6% | +300.1% |
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 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