+39.3%
DIS vs FCUV
-99.6%
+138.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.6% | +0.1% |
| 7D | +4.4% | -15.3% | +19.7% | +4.4% |
| 30D | +10.3% | -29.7% | +40.1% | +10.4% |
| 3M | +15.5% | -54.5% | +70.0% | +15.6% |
| 6M | +11.2% | -26.7% | +38.0% | +10.7% |
| YTD | +5.6% | -91.0% | +96.5% | +6.1% |
| 1Y | +7.7% | -98.0% | +105.8% | +9.2% |
| 3Y | +39.3% | -99.5% | +138.8% | +44.7% |
| All | +39.3% | -99.6% | +138.9% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling