-37.5%
U vs FCUV
-99.4%
+61.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -65.2% | +67.9% | +3.0% |
| 7D | +4.5% | -47.9% | +52.4% | +4.6% |
| 30D | -0.6% | +13.7% | -14.2% | -1.1% |
| 3M | +48.4% | +97.0% | -48.6% | +42.6% |
| 6M | +115.4% | -66.1% | +181.5% | +114.3% |
| YTD | -3.2% | -81.8% | +78.5% | -2.1% |
| 1Y | -6.0% | -93.3% | +87.2% | -3.1% |
| 3Y | +13.5% | -99.2% | +112.7% | +18.3% |
| 5Y | -68.0% | -99.9% | +31.8% | -65.2% |
| All | -37.5% | -99.4% | +61.9% | -39.2% |
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 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