+74.9%
USAR vs FCUV
-97.5%
+172.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.7% | +13.2% | -0.4% |
| 7D | -2.1% | +62.8% | -64.9% | -2.5% |
| 30D | +2.6% | +66.5% | -63.9% | +2.1% |
| 3M | -35.0% | +459.9% | -495.0% | -37.9% |
| 6M | -6.9% | -12.4% | +5.5% | -8.1% |
| YTD | +48.0% | -47.5% | +95.5% | +47.8% |
| 1Y | +24.8% | -80.5% | +105.3% | +26.6% |
| 3Y | +73.2% | -97.6% | +170.9% | +75.4% |
| All | +74.9% | -97.5% | +172.4% | +77.0% |
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 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