+32.4%
DLTR vs FCUV
-99.8%
+132.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.4% |
| 7D | -10.1% | -66.5% | +56.4% | -10.1% |
| 30D | -8.1% | +5.0% | -13.1% | -8.0% |
| 3M | +2.9% | +63.8% | -60.9% | +3.4% |
| 6M | +4.3% | -67.8% | +72.2% | +5.1% |
| YTD | -3.9% | -82.4% | +78.5% | -3.4% |
| 1Y | +18.9% | -94.7% | +113.6% | +19.0% |
| 3Y | +1.9% | -99.3% | +101.2% | +6.3% |
| All | +32.4% | -99.8% | +132.2% | +42.6% |
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