+46.6%
UPS vs FCUV
-95.6%
+142.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -65.2% | +63.5% | -1.7% |
| 7D | -2.1% | -47.9% | +45.8% | -2.1% |
| 30D | -2.3% | +13.7% | -16.0% | -2.4% |
| 3M | -5.2% | +97.0% | -102.2% | -5.6% |
| 6M | +1.4% | -66.1% | +67.5% | +1.2% |
| YTD | +6.1% | -81.8% | +87.9% | +6.0% |
| 1Y | +27.0% | -93.3% | +120.3% | +27.0% |
| 3Y | -25.9% | -99.2% | +73.3% | -25.9% |
| 5Y | -34.6% | -99.9% | +65.3% | -34.5% |
| 10Y | +36.2% | -98.5% | +134.7% | +35.8% |
| All | +46.6% | -95.6% | +142.2% | +47.4% |
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 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