+828.3%
URI vs FCUV
-87.2%
+915.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -13.7% | +15.3% | +1.6% |
| 7D | -2.0% | +62.8% | -64.8% | -2.0% |
| 30D | -12.9% | +66.5% | -79.4% | -13.0% |
| 3M | -6.7% | +459.9% | -466.7% | -7.4% |
| 6M | +19.0% | -12.4% | +31.4% | +18.3% |
| YTD | +25.5% | -47.5% | +73.1% | +24.9% |
| 1Y | +5.5% | -80.5% | +86.0% | +5.2% |
| 3Y | +111.3% | -97.6% | +208.9% | +110.6% |
| 5Y | +198.6% | -99.5% | +298.1% | +197.7% |
| 10Y | +1,179.9% | -95.8% | +1,275.7% | +1,168.5% |
| All | +828.3% | -87.2% | +915.5% | +814.5% |
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