+154.4%
TRV vs FCUV
-99.9%
+254.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -1.5% | -72.0% | +70.5% | -1.4% |
| 30D | -1.8% | -8.0% | +6.2% | -1.8% |
| 3M | +21.6% | +66.3% | -44.7% | +21.2% |
| 6M | +22.5% | -75.3% | +97.8% | +22.9% |
| YTD | +28.1% | -83.0% | +111.1% | +28.7% |
| 1Y | +37.0% | -94.7% | +131.7% | +38.3% |
| 3Y | +141.9% | -99.3% | +241.2% | +146.7% |
| All | +154.4% | -99.9% | +254.2% | +163.4% |
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