-16.3%
UNH vs FCUV
-99.2%
+82.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.6% | -2.4% |
| 7D | -4.5% | -66.5% | +61.9% | -4.6% |
| 30D | -6.5% | +5.0% | -11.5% | -6.5% |
| 3M | -6.0% | +63.8% | -69.8% | -5.5% |
| 6M | +33.7% | -67.8% | +101.5% | +35.3% |
| YTD | +16.4% | -82.4% | +98.8% | +18.4% |
| 1Y | +10.1% | -94.7% | +104.8% | +13.3% |
| 3Y | -16.3% | -99.3% | +82.9% | -16.9% |
| All | -16.3% | -99.2% | +82.9% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling