+101.7%
DOCU vs FCUV
-99.5%
+201.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +3.2% |
| 7D | -0.4% | -4.7% | +4.3% | -0.4% |
| 30D | +12.9% | -23.2% | +36.1% | +13.2% |
| 3M | +35.1% | -49.2% | +84.2% | +35.3% |
| 6M | +76.2% | -9.2% | +85.4% | +68.5% |
| YTD | +17.2% | -90.6% | +107.8% | +15.8% |
| 1Y | +16.4% | -97.9% | +114.3% | +18.1% |
| 3Y | +95.6% | -99.5% | +195.1% | +96.2% |
| 5Y | -68.5% | -99.9% | +31.4% | -67.9% |
| All | +101.7% | -99.5% | +201.3% | +165.9% |
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 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