+632.7%
V vs FCUV
-97.7%
+730.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -0.4% | +2.4% | -2.7% | -0.4% |
| 30D | +6.3% | -25.9% | +32.2% | +6.4% |
| 3M | +17.2% | -44.8% | +61.9% | +17.2% |
| 6M | +29.2% | -3.5% | +32.7% | +28.4% |
| YTD | +20.8% | -90.7% | +111.5% | +20.4% |
| 1Y | +25.0% | -97.9% | +122.9% | +25.0% |
| 3Y | +75.3% | -99.5% | +174.8% | +74.9% |
| 5Y | +105.8% | -99.9% | +205.7% | +105.6% |
| 10Y | +451.9% | -99.3% | +551.1% | +448.4% |
| All | +632.7% | -97.7% | +730.4% | +629.4% |
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 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