+30.5%
DIS vs FCUV
-87.2%
+117.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -13.7% | +11.9% | -1.7% |
| 7D | -2.6% | +62.8% | -65.4% | -2.7% |
| 30D | +3.5% | +66.5% | -63.0% | +3.4% |
| 3M | +6.8% | +459.9% | -453.1% | +5.9% |
| 6M | +3.0% | -12.4% | +15.4% | +2.3% |
| YTD | -6.7% | -47.5% | +40.8% | -7.2% |
| 1Y | -10.1% | -80.5% | +70.4% | -10.5% |
| 3Y | +33.0% | -97.6% | +130.7% | +32.5% |
| 5Y | -40.0% | -99.5% | +59.6% | -40.2% |
| 10Y | +21.1% | -95.8% | +116.8% | +23.2% |
| All | +30.5% | -87.2% | +117.8% | +35.3% |
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 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