+247.6%
DIA vs FCUV
-98.6%
+346.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +1.0% |
| 7D | -1.6% | -66.5% | +64.9% | -1.4% |
| 30D | -2.0% | +5.0% | -7.0% | -2.1% |
| 3M | +3.6% | +63.8% | -60.2% | +2.7% |
| 6M | +11.5% | -67.8% | +79.3% | +10.7% |
| YTD | +10.4% | -82.4% | +92.8% | +9.7% |
| 1Y | +15.6% | -94.7% | +110.3% | +15.1% |
| 3Y | +58.9% | -99.3% | +158.1% | +58.1% |
| 5Y | +65.3% | -99.9% | +165.2% | +64.8% |
| All | +247.6% | -98.6% | +346.2% | +242.3% |
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