-35.7%
U vs FCUV
-99.4%
+63.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.3% | +1.2% | +4.5% |
| 7D | +5.5% | -66.5% | +72.0% | +5.9% |
| 30D | -1.3% | +5.0% | -6.3% | -1.7% |
| 3M | +64.6% | +63.8% | +0.8% | +58.9% |
| 6M | +119.4% | -67.8% | +187.2% | +118.8% |
| YTD | -0.5% | -82.4% | +81.9% | +0.7% |
| 1Y | +1.3% | -94.7% | +96.0% | +5.2% |
| 3Y | +15.6% | -99.3% | +114.9% | +20.6% |
| 5Y | -67.5% | -99.9% | +32.4% | -64.6% |
| All | -35.7% | -99.4% | +63.7% | -37.5% |
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