+161.0%
DAL vs FCUV
-98.9%
+259.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +136.0% | -136.3% | -0.9% |
| 7D | -1.1% | +148.8% | -149.9% | -1.6% |
| 30D | +12.8% | +95.0% | -82.2% | +12.3% |
| 3M | -5.3% | +27.8% | -33.1% | -5.7% |
| 6M | +22.4% | +121.0% | -98.6% | +19.8% |
| YTD | +25.6% | -78.1% | +103.8% | +28.1% |
| 1Y | +45.5% | -94.3% | +139.8% | +52.7% |
| 3Y | +161.0% | -98.9% | +259.9% | +164.4% |
| All | +161.0% | -98.9% | +259.9% | +164.4% |
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 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