+107.4%
USB vs FCUV
-97.8%
+205.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.4% | +6.3% | -2.1% |
| 7D | -1.5% | -14.0% | +12.5% | -1.5% |
| 30D | +4.3% | -31.2% | +35.5% | +4.3% |
| 3M | -6.1% | -71.3% | +65.2% | -6.0% |
| 6M | +9.4% | -36.9% | +46.3% | +9.1% |
| YTD | +15.2% | -91.0% | +106.1% | +14.9% |
| 1Y | +32.8% | -98.2% | +131.0% | +32.6% |
| 3Y | +91.3% | -99.6% | +190.9% | +90.9% |
| 5Y | +22.7% | -99.9% | +122.5% | +22.4% |
| 10Y | +97.0% | -99.3% | +196.3% | +102.8% |
| All | +107.4% | -97.8% | +205.2% | +117.0% |
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