+112.5%
DAL vs FCUV
-87.2%
+199.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -13.7% | +15.5% | +1.8% |
| 7D | +0.1% | +62.8% | -62.7% | 0.0% |
| 30D | -13.9% | +66.5% | -80.4% | -14.1% |
| 3M | +1.1% | +459.9% | -458.9% | -0.4% |
| 6M | +26.2% | -12.4% | +38.6% | +25.0% |
| YTD | +16.4% | -47.5% | +64.0% | +15.4% |
| 1Y | +33.9% | -80.5% | +114.4% | +33.1% |
| 3Y | +93.4% | -97.6% | +191.0% | +92.2% |
| 5Y | +106.4% | -99.5% | +205.9% | +105.4% |
| 10Y | +143.0% | -95.8% | +238.7% | +140.4% |
| All | +112.5% | -87.2% | +199.7% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling