+59.3%
USAR vs FCUV
-99.2%
+158.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.4% | -6.0% |
| 7D | -9.3% | -72.0% | +62.6% | -8.8% |
| 30D | -15.2% | -8.0% | -7.2% | -15.5% |
| 3M | -21.1% | +66.3% | -87.4% | -24.0% |
| 6M | -21.6% | -75.3% | +53.7% | -21.7% |
| YTD | +34.8% | -83.0% | +117.8% | +35.3% |
| 1Y | +15.6% | -94.7% | +110.3% | +18.3% |
| 3Y | +57.7% | -99.3% | +157.0% | +60.4% |
| All | +59.3% | -99.2% | +158.5% | +62.0% |
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