-55.9%
W vs FCUV
-99.7%
+43.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +136.0% | -135.6% | -0.8% |
| 7D | +0.2% | +148.8% | -148.6% | -1.1% |
| 30D | +6.8% | +95.0% | -88.2% | +5.7% |
| 3M | +10.7% | +27.8% | -17.1% | +9.3% |
| 6M | +86.3% | +121.0% | -34.6% | +75.8% |
| YTD | +11.5% | -78.1% | +89.6% | +17.6% |
| 1Y | +5.1% | -94.3% | +99.4% | +20.7% |
| 3Y | +171.0% | -98.9% | +269.9% | +234.4% |
| All | -55.9% | -99.7% | +43.8% | -26.4% |
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 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