+173.8%
DAL vs FCUV
-99.6%
+273.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.2% |
| 7D | +8.8% | -13.0% | +21.8% | +8.9% |
| 30D | +5.4% | -36.9% | +42.3% | +5.6% |
| 3M | -4.9% | -65.3% | +60.4% | -4.8% |
| 6M | +19.8% | -32.9% | +52.7% | +18.8% |
| YTD | +27.0% | -91.2% | +118.2% | +30.2% |
| 1Y | +52.5% | -98.2% | +150.7% | +61.7% |
| 3Y | +173.8% | -99.6% | +273.4% | +173.7% |
| All | +173.8% | -99.6% | +273.4% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling