+552.6%
V vs FCUV
-87.2%
+639.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.7% | +12.7% | -1.0% |
| 7D | -1.7% | +62.8% | -64.5% | -1.8% |
| 30D | +2.0% | +66.5% | -64.5% | +1.8% |
| 3M | +17.4% | +459.9% | -442.6% | +16.4% |
| 6M | +17.5% | -12.4% | +29.9% | +16.8% |
| YTD | +7.6% | -47.5% | +55.1% | +7.0% |
| 1Y | +7.7% | -80.5% | +88.2% | +7.3% |
| 3Y | +54.7% | -97.6% | +152.3% | +54.0% |
| 5Y | +73.0% | -99.5% | +172.6% | +72.5% |
| 10Y | +390.9% | -95.8% | +486.6% | +386.8% |
| All | +552.6% | -87.2% | +639.9% | +548.3% |
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 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