+374.9%
V vs FCUV
-98.6%
+473.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.0% | -72.0% | +68.9% | -2.9% |
| 30D | +1.2% | -8.0% | +9.2% | +1.1% |
| 3M | +13.9% | +66.3% | -52.4% | +13.0% |
| 6M | +17.2% | -75.3% | +92.5% | +16.7% |
| YTD | +5.3% | -83.0% | +88.3% | +4.9% |
| 1Y | +9.5% | -94.7% | +104.1% | +9.2% |
| 3Y | +51.9% | -99.3% | +151.2% | +51.4% |
| 5Y | +69.6% | -99.9% | +169.4% | +69.3% |
| All | +374.9% | -98.6% | +473.6% | +365.3% |
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