-73.3%
U vs FCUV
-99.7%
+26.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +136.0% | -130.8% | +4.3% |
| 7D | +2.6% | +148.8% | -146.2% | +1.6% |
| 30D | +27.6% | +95.0% | -67.5% | +26.6% |
| 3M | +15.3% | +27.8% | -12.5% | +14.3% |
| 6M | +96.4% | +121.0% | -24.6% | +88.4% |
| YTD | +19.6% | -78.1% | +97.7% | +25.2% |
| 1Y | +42.1% | -94.3% | +136.4% | +57.7% |
| 3Y | +87.5% | -98.9% | +186.4% | +128.5% |
| All | -73.3% | -99.7% | +26.4% | -55.2% |
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