+176.5%
DLR vs FCUV
-98.6%
+275.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.5% | +1.7% |
| 7D | +0.1% | -66.5% | +66.6% | +0.2% |
| 30D | -4.3% | +5.0% | -9.3% | -4.4% |
| 3M | +3.8% | +63.8% | -60.0% | +2.7% |
| 6M | +5.8% | -67.8% | +73.7% | +5.2% |
| YTD | +23.5% | -82.4% | +105.9% | +23.1% |
| 1Y | +11.1% | -94.7% | +105.8% | +11.1% |
| 3Y | +57.9% | -99.3% | +157.1% | +57.7% |
| 5Y | +44.0% | -99.9% | +143.8% | +44.3% |
| All | +176.5% | -98.6% | +275.0% | +169.7% |
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 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