-41.5%
DIS vs FCUV
-99.8%
+58.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -65.2% | +65.0% | +0.1% |
| 7D | -1.1% | -47.9% | +46.8% | -1.0% |
| 30D | +0.1% | +13.7% | -13.5% | -0.2% |
| 3M | +7.1% | +97.0% | -89.9% | +4.2% |
| 6M | +4.3% | -66.1% | +70.4% | +3.8% |
| YTD | -6.9% | -81.8% | +74.8% | -6.3% |
| 1Y | -10.3% | -93.3% | +83.0% | -8.3% |
| 3Y | +32.8% | -99.2% | +132.0% | +44.0% |
| 5Y | -41.5% | -99.9% | +58.4% | -31.3% |
| All | -41.5% | -99.8% | +58.4% | -31.3% |
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