+126.0%
DUK vs FCUV
-98.6%
+224.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | 0.0% |
| 7D | -0.7% | -66.5% | +65.8% | -0.7% |
| 30D | -2.4% | +5.0% | -7.4% | -2.4% |
| 3M | -3.0% | +63.8% | -66.8% | -3.0% |
| 6M | -6.6% | -67.8% | +61.3% | -6.5% |
| YTD | +4.6% | -82.4% | +87.0% | +4.6% |
| 1Y | +1.2% | -94.7% | +96.0% | +1.4% |
| 3Y | +45.7% | -99.3% | +144.9% | +45.7% |
| 5Y | +40.3% | -99.9% | +140.2% | +40.4% |
| All | +126.0% | -98.6% | +224.6% | +128.9% |
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