+152.3%
W vs FCUV
-98.6%
+251.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.7% |
| 7D | +0.5% | -72.0% | +72.5% | +0.7% |
| 30D | -5.6% | -8.0% | +2.4% | -5.7% |
| 3M | +41.9% | +66.3% | -24.4% | +40.0% |
| 6M | +30.2% | -75.3% | +105.5% | +29.6% |
| YTD | -2.9% | -83.0% | +80.0% | -3.2% |
| 1Y | +11.6% | -94.7% | +106.2% | +11.8% |
| 3Y | +37.0% | -99.3% | +136.2% | +37.2% |
| 5Y | -62.8% | -99.9% | +37.0% | -62.7% |
| All | +152.3% | -98.6% | +251.0% | +148.6% |
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