+57.9%
DIA vs FCUV
-99.7%
+157.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +136.0% | -135.9% | -0.5% |
| 7D | +2.1% | +148.8% | -146.6% | +1.5% |
| 30D | +1.5% | +95.0% | -93.6% | +0.9% |
| 3M | -2.4% | +27.8% | -30.2% | -3.0% |
| 6M | +6.0% | +121.0% | -115.0% | +3.2% |
| YTD | +10.1% | -78.1% | +88.2% | +10.0% |
| 1Y | +11.8% | -94.3% | +106.1% | +14.1% |
| 3Y | +59.7% | -98.9% | +158.6% | +65.3% |
| All | +57.9% | -99.7% | +157.6% | +69.6% |
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