+642.2%
V vs FCUV
-94.7%
+736.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +136.0% | -134.7% | +1.1% |
| 7D | +0.9% | +148.8% | -147.8% | +0.7% |
| 30D | +9.0% | +95.0% | -86.1% | +8.7% |
| 3M | +16.7% | +27.8% | -11.1% | +16.5% |
| 6M | +33.4% | +121.0% | -87.6% | +32.2% |
| YTD | +22.4% | -78.1% | +100.5% | +21.7% |
| 1Y | +27.7% | -94.3% | +121.9% | +27.3% |
| 3Y | +78.0% | -98.9% | +176.9% | +77.2% |
| 5Y | +108.5% | -99.7% | +208.2% | +107.8% |
| 10Y | +459.0% | -98.2% | +557.3% | +454.2% |
| All | +642.2% | -94.7% | +736.9% | +637.1% |
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