+111.4%
DAL vs FCUV
-99.7%
+211.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +136.0% | -136.3% | -1.3% |
| 7D | -1.1% | +148.8% | -149.9% | -2.1% |
| 30D | +12.8% | +95.0% | -82.2% | +11.9% |
| 3M | -5.3% | +27.8% | -33.1% | -6.2% |
| 6M | +22.4% | +121.0% | -98.6% | +17.2% |
| YTD | +25.6% | -78.1% | +103.8% | +27.5% |
| 1Y | +45.5% | -94.3% | +139.8% | +54.3% |
| 3Y | +161.0% | -98.9% | +259.9% | +182.6% |
| All | +111.4% | -99.7% | +211.1% | +144.1% |
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