+81.3%
USB vs FCUV
-98.2%
+179.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +136.0% | -135.1% | +0.7% |
| 7D | +2.6% | +148.8% | -146.2% | +2.4% |
| 30D | +8.4% | +95.0% | -86.6% | +8.2% |
| 3M | -5.5% | +27.8% | -33.3% | -5.7% |
| 6M | +17.7% | +121.0% | -103.2% | +17.0% |
| YTD | +17.6% | -78.1% | +95.7% | +17.0% |
| 1Y | +33.9% | -94.3% | +128.1% | +33.4% |
| 3Y | +103.8% | -98.9% | +202.7% | +103.0% |
| 5Y | +25.6% | -99.7% | +125.3% | +25.0% |
| All | +81.3% | -98.2% | +179.6% | +83.4% |
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 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