+121.1%
DPZ vs FCUV
-99.3%
+220.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +3.7% | -15.4% | +19.1% | +3.7% |
| 30D | +8.0% | -32.9% | +40.9% | +8.0% |
| 3M | -4.2% | -46.2% | +42.0% | -4.2% |
| 6M | +4.6% | -30.0% | +34.6% | +5.2% |
| YTD | -18.4% | -91.4% | +72.9% | -18.0% |
| 1Y | -16.8% | -98.1% | +81.3% | -16.4% |
| 3Y | -5.0% | -99.6% | +94.6% | -4.6% |
| 5Y | -27.8% | -99.9% | +72.1% | -27.4% |
| 10Y | +121.1% | -99.3% | +220.4% | +125.1% |
| All | +121.1% | -99.3% | +220.4% | +125.1% |
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