+22.0%
USB vs FCUV
-99.9%
+121.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.5% |
| 7D | 0.0% | -13.0% | +13.0% | +0.1% |
| 30D | +5.8% | -36.9% | +42.7% | +6.2% |
| 3M | -6.0% | -65.3% | +59.4% | -5.7% |
| 6M | +7.8% | -32.9% | +40.6% | +4.7% |
| YTD | +14.6% | -91.2% | +105.8% | +16.2% |
| 1Y | +31.8% | -98.2% | +130.0% | +39.9% |
| 3Y | +91.5% | -99.6% | +191.1% | +106.8% |
| All | +22.0% | -99.9% | +121.9% | +41.3% |
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 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