+19.2%
UL vs FCUV
-99.9%
+119.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | -4.1% | -72.0% | +67.9% | -4.2% |
| 30D | -1.2% | -8.0% | +6.8% | -1.1% |
| 3M | +6.0% | +66.3% | -60.3% | +7.4% |
| 6M | -5.5% | -75.3% | +69.8% | -3.8% |
| YTD | -3.3% | -83.0% | +79.6% | -1.5% |
| 1Y | -9.8% | -94.7% | +84.9% | -7.7% |
| 3Y | +20.1% | -99.3% | +119.4% | +24.1% |
| 5Y | +19.2% | -99.9% | +119.0% | +23.1% |
| All | +19.2% | -99.9% | +119.1% | +23.1% |
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