-34.5%
UPS vs FCUV
-99.9%
+65.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -3.4% | -72.0% | +68.6% | -3.2% |
| 30D | -2.7% | -8.0% | +5.3% | -2.8% |
| 3M | -1.6% | +66.3% | -67.9% | -2.5% |
| 6M | +2.3% | -75.3% | +77.6% | +3.4% |
| YTD | +5.6% | -83.0% | +88.5% | +7.0% |
| 1Y | +27.1% | -94.7% | +121.7% | +30.5% |
| 3Y | -26.3% | -99.3% | +73.0% | -22.3% |
| 5Y | -34.5% | -99.9% | +65.4% | -28.4% |
| All | -34.5% | -99.9% | +65.4% | -28.4% |
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