+302.0%
TRV vs FCUV
-98.6%
+400.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +2.1% |
| 7D | +1.9% | -66.5% | +68.4% | +2.0% |
| 30D | +1.7% | +5.0% | -3.3% | +1.7% |
| 3M | +23.9% | +63.8% | -39.9% | +23.5% |
| 6M | +26.3% | -67.8% | +94.1% | +26.0% |
| YTD | +30.8% | -82.4% | +113.2% | +30.6% |
| 1Y | +36.3% | -94.7% | +131.1% | +36.3% |
| 3Y | +145.0% | -99.3% | +244.3% | +144.8% |
| 5Y | +163.9% | -99.9% | +263.7% | +163.9% |
| All | +302.0% | -98.6% | +400.6% | +301.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling