-9.3%
UL vs FCUV
-81.1%
+71.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.7% | +13.6% | -0.1% |
| 7D | -1.3% | +62.8% | -64.2% | -1.1% |
| 30D | +0.5% | +66.5% | -66.0% | +0.8% |
| 3M | +17.6% | +459.9% | -442.3% | +20.3% |
| 6M | -5.4% | -12.4% | +7.0% | -3.4% |
| YTD | +0.7% | -47.5% | +48.2% | +2.6% |
| 1Y | -9.3% | -80.5% | +71.2% | -8.3% |
| All | -9.3% | -81.1% | +71.9% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling