+44.3%
DLR vs FCUV
-99.9%
+144.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | -0.2% |
| 7D | +2.9% | -63.8% | +66.6% | +3.0% |
| 30D | -1.2% | -14.7% | +13.5% | -1.2% |
| 3M | +2.9% | +65.3% | -62.4% | +2.0% |
| 6M | +6.7% | -68.5% | +75.2% | +8.3% |
| YTD | +23.9% | -83.0% | +106.9% | +27.3% |
| 1Y | +18.6% | -94.4% | +113.1% | +24.6% |
| 3Y | +59.7% | -99.3% | +158.9% | +73.3% |
| All | +44.3% | -99.9% | +144.2% | +66.1% |
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 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