+130.9%
DPZ vs FCUV
-99.3%
+230.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.9% | -1.2% |
| 7D | +2.2% | -15.3% | +17.5% | +2.1% |
| 30D | +6.7% | -29.7% | +36.4% | +6.7% |
| 3M | -4.5% | -54.5% | +50.0% | -4.5% |
| 6M | +3.3% | -26.7% | +30.0% | +3.9% |
| YTD | -19.4% | -91.0% | +71.5% | -19.0% |
| 1Y | -17.3% | -98.0% | +80.8% | -16.9% |
| 3Y | -8.4% | -99.5% | +91.2% | -7.9% |
| 5Y | -28.2% | -99.9% | +71.7% | -27.8% |
| 10Y | +130.9% | -99.3% | +230.1% | +135.4% |
| All | +130.9% | -99.3% | +230.1% | +135.4% |
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