+31.0%
DIS vs FCUV
-99.3%
+130.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.2% |
| 7D | +0.9% | +2.4% | -1.5% | +0.9% |
| 30D | +8.9% | -25.9% | +34.8% | +8.9% |
| 3M | +14.5% | -44.8% | +59.3% | +14.5% |
| 6M | +12.2% | -3.5% | +15.7% | +11.2% |
| YTD | +4.7% | -90.7% | +95.5% | +4.2% |
| 1Y | +2.8% | -97.9% | +100.7% | +2.7% |
| 3Y | +38.1% | -99.5% | +137.7% | +37.7% |
| 5Y | -23.6% | -99.9% | +76.3% | -23.7% |
| All | +31.0% | -99.3% | +130.3% | +32.1% |
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