+84.9%
USB vs FCUV
-99.3%
+184.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -5.0% | -0.3% |
| 7D | +1.4% | -15.3% | +16.8% | +1.5% |
| 30D | +6.4% | -29.7% | +36.2% | +6.5% |
| 3M | -4.5% | -54.5% | +50.0% | -4.4% |
| 6M | +11.4% | -26.7% | +38.1% | +10.9% |
| YTD | +17.1% | -91.0% | +108.1% | +16.8% |
| 1Y | +32.6% | -98.0% | +130.6% | +32.4% |
| 3Y | +101.8% | -99.5% | +201.4% | +101.4% |
| 5Y | +25.1% | -99.9% | +125.0% | +24.8% |
| 10Y | +84.9% | -99.3% | +184.1% | +87.3% |
| All | +84.9% | -99.3% | +184.1% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling