+228.4%
UNH vs FCUV
-98.6%
+326.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.6% | -2.4% |
| 7D | -4.5% | -66.5% | +61.9% | -4.5% |
| 30D | -6.5% | +5.0% | -11.5% | -6.6% |
| 3M | -6.0% | +63.8% | -69.8% | -6.4% |
| 6M | +33.7% | -67.8% | +101.5% | +33.4% |
| YTD | +16.4% | -82.4% | +98.8% | +16.3% |
| 1Y | +10.1% | -94.7% | +104.8% | +10.3% |
| 3Y | -16.3% | -99.3% | +82.9% | -16.2% |
| 5Y | +2.1% | -99.9% | +102.0% | +2.3% |
| All | +228.4% | -98.6% | +326.9% | +220.3% |
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 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