+63.8%
DOCU vs FCUV
-99.1%
+162.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -65.2% | +60.4% | -4.2% |
| 7D | +0.7% | -47.9% | +48.6% | +0.9% |
| 30D | +8.0% | +13.7% | -5.7% | +7.3% |
| 3M | +41.0% | +97.0% | -56.0% | +33.8% |
| 6M | +33.7% | -66.1% | +99.8% | +29.9% |
| YTD | -4.9% | -81.8% | +76.9% | -6.6% |
| 1Y | -20.4% | -93.3% | +72.9% | -20.7% |
| 3Y | +29.6% | -99.2% | +128.8% | +29.5% |
| 5Y | -76.9% | -99.9% | +23.0% | -76.6% |
| All | +63.8% | -99.1% | +162.9% | +114.6% |
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 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