+92.6%
DLTR vs FCUV
-95.9%
+188.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.0% | +2.5% | -4.6% |
| 7D | -10.2% | -63.8% | +53.5% | -10.3% |
| 30D | -8.5% | -14.7% | +6.2% | -8.4% |
| 3M | +5.6% | +65.3% | -59.7% | +6.2% |
| 6M | +2.2% | -68.5% | +70.7% | +2.7% |
| YTD | -3.8% | -83.0% | +79.3% | -3.4% |
| 1Y | +22.9% | -94.4% | +117.4% | +23.3% |
| 3Y | +2.0% | -99.3% | +101.3% | +2.5% |
| 5Y | +29.8% | -99.9% | +129.7% | +30.3% |
| 10Y | +45.0% | -98.6% | +143.7% | +46.9% |
| All | +92.6% | -95.9% | +188.5% | +96.9% |
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