+388.5%
UNH vs FCUV
-95.9%
+484.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -3.2% | -72.0% | +68.8% | -3.1% |
| 30D | -3.5% | -8.0% | +4.5% | -3.5% |
| 3M | -4.2% | +66.3% | -70.4% | -4.3% |
| 6M | +38.3% | -75.3% | +113.6% | +38.4% |
| YTD | +19.2% | -83.0% | +102.2% | +19.3% |
| 1Y | +15.0% | -94.7% | +109.6% | +15.2% |
| 3Y | -14.5% | -99.3% | +84.7% | -14.4% |
| 5Y | +4.6% | -99.9% | +104.4% | +4.8% |
| 10Y | +241.1% | -98.6% | +339.8% | +241.3% |
| All | +388.5% | -95.9% | +484.3% | +397.9% |
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 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