+32.9%
DIS vs FCUV
-99.2%
+132.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.4% |
| 7D | +0.6% | -4.7% | +5.3% | +0.6% |
| 30D | +10.3% | -23.2% | +33.5% | +10.3% |
| 3M | +15.6% | -49.2% | +64.7% | +15.6% |
| 6M | +15.1% | -9.2% | +24.4% | +14.1% |
| YTD | +6.0% | -90.6% | +96.6% | +5.5% |
| 1Y | +5.7% | -97.9% | +103.6% | +5.6% |
| 3Y | +39.8% | -99.5% | +139.3% | +39.4% |
| 5Y | -23.9% | -99.9% | +76.0% | -24.0% |
| 10Y | +32.9% | -99.2% | +132.2% | +34.1% |
| All | +32.9% | -99.2% | +132.2% | +34.1% |
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 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