+126.4%
DAL vs FCUV
-98.5%
+224.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -65.2% | +63.7% | -1.3% |
| 7D | +3.4% | -47.9% | +51.3% | +3.4% |
| 30D | -13.6% | +13.7% | -27.2% | -13.7% |
| 3M | +1.2% | +97.0% | -95.8% | -0.4% |
| 6M | +34.5% | -66.1% | +100.6% | +33.0% |
| YTD | +14.7% | -81.8% | +96.4% | +13.7% |
| 1Y | +29.2% | -93.3% | +122.5% | +28.6% |
| 3Y | +100.0% | -99.2% | +199.2% | +98.9% |
| 5Y | +106.3% | -99.9% | +206.2% | +105.7% |
| 10Y | +126.4% | -98.5% | +224.9% | +122.5% |
| All | +126.4% | -98.5% | +224.9% | +122.5% |
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