+67.7%
V vs FCUV
-99.9%
+167.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | -0.3% |
| 7D | -2.9% | -63.8% | +60.8% | -2.7% |
| 30D | +1.9% | -14.7% | +16.5% | +1.8% |
| 3M | +13.2% | +65.3% | -52.1% | +11.7% |
| 6M | +16.7% | -68.5% | +85.2% | +16.7% |
| YTD | +5.4% | -83.0% | +88.4% | +6.2% |
| 1Y | +7.7% | -94.4% | +102.1% | +9.8% |
| 3Y | +52.0% | -99.3% | +151.3% | +57.6% |
| 5Y | +67.7% | -99.9% | +167.6% | +82.9% |
| All | +67.7% | -99.9% | +167.6% | +82.9% |
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