+315.7%
DLR vs FCUV
-87.2%
+403.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.7% | +14.0% | +0.3% |
| 7D | +1.6% | +62.8% | -61.3% | +1.5% |
| 30D | -3.4% | +66.5% | -69.9% | -3.5% |
| 3M | +0.5% | +459.9% | -459.4% | -0.3% |
| 6M | +4.6% | -12.4% | +16.9% | +4.1% |
| YTD | +23.4% | -47.5% | +70.9% | +23.1% |
| 1Y | +19.0% | -80.5% | +99.5% | +19.0% |
| 3Y | +56.5% | -97.6% | +154.2% | +56.4% |
| 5Y | +33.3% | -99.5% | +132.9% | +33.5% |
| 10Y | +165.1% | -95.8% | +260.9% | +165.1% |
| All | +315.7% | -87.2% | +403.0% | +322.5% |
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