+95.7%
DOCU vs FCUV
-99.6%
+195.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | -4.8% | -15.4% | +10.6% | -4.6% |
| 30D | +9.4% | -32.9% | +42.2% | +9.8% |
| 3M | +29.0% | -46.2% | +75.2% | +29.1% |
| 6M | +62.3% | -30.0% | +92.3% | +55.9% |
| YTD | +13.7% | -91.4% | +105.0% | +12.4% |
| 1Y | +11.5% | -98.1% | +109.6% | +13.3% |
| 3Y | +94.2% | -99.6% | +193.8% | +95.1% |
| 5Y | -71.7% | -99.9% | +28.1% | -71.2% |
| All | +95.7% | -99.6% | +195.3% | +158.1% |
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 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