+279.1%
DIA vs FCUV
-95.6%
+374.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -65.2% | +64.1% | -1.0% |
| 7D | +0.1% | -47.9% | +48.0% | +0.1% |
| 30D | -2.1% | +13.7% | -15.7% | -2.2% |
| 3M | +4.2% | +97.0% | -92.8% | +3.4% |
| 6M | +11.9% | -66.1% | +78.0% | +11.3% |
| YTD | +10.8% | -81.8% | +92.6% | +10.3% |
| 1Y | +17.5% | -93.3% | +110.8% | +17.1% |
| 3Y | +59.9% | -99.2% | +159.2% | +59.3% |
| 5Y | +64.1% | -99.9% | +164.0% | +63.6% |
| 10Y | +246.2% | -98.5% | +344.7% | +244.8% |
| All | +279.1% | -95.6% | +374.7% | +281.2% |
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