+41.2%
USB vs FCUV
-99.5%
+140.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -13.7% | +13.4% | -0.1% |
| 7D | +1.4% | +62.8% | -61.4% | +0.9% |
| 30D | -1.3% | +66.5% | -67.8% | -2.0% |
| 3M | +15.2% | +459.9% | -444.7% | +9.9% |
| 6M | +18.8% | -12.4% | +31.2% | +17.5% |
| YTD | +21.0% | -47.5% | +68.5% | +21.1% |
| 1Y | +34.0% | -80.5% | +114.5% | +37.0% |
| 3Y | +95.3% | -97.6% | +193.0% | +106.9% |
| All | +41.2% | -99.5% | +140.7% | +57.4% |
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 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