+390.8%
TPR vs FCUV
-87.2%
+478.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.7% | +13.7% | 0.0% |
| 7D | -2.3% | +62.8% | -65.1% | -2.4% |
| 30D | -23.0% | +66.5% | -89.5% | -23.1% |
| 3M | -12.5% | +459.9% | -472.4% | -13.4% |
| 6M | -21.4% | -12.4% | -9.1% | -22.0% |
| YTD | -3.5% | -47.5% | +44.0% | -4.1% |
| 1Y | +17.4% | -80.5% | +97.9% | +16.8% |
| 3Y | +291.3% | -97.6% | +388.9% | +289.2% |
| 5Y | +241.9% | -99.5% | +341.5% | +240.5% |
| 10Y | +322.7% | -95.8% | +418.4% | +326.7% |
| All | +390.8% | -87.2% | +478.1% | +396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling