+140.3%
DUK vs FCUV
-95.9%
+236.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -1.7% | -72.0% | +70.3% | -1.7% |
| 30D | -2.2% | -8.0% | +5.8% | -2.2% |
| 3M | -3.7% | +66.3% | -70.0% | -3.5% |
| 6M | -6.3% | -75.3% | +68.9% | -6.2% |
| YTD | +4.5% | -83.0% | +87.5% | +4.7% |
| 1Y | +1.8% | -94.7% | +96.5% | +2.0% |
| 3Y | +46.8% | -99.3% | +146.1% | +47.0% |
| 5Y | +40.2% | -99.9% | +140.1% | +40.4% |
| 10Y | +129.8% | -98.6% | +228.4% | +132.3% |
| All | +140.3% | -95.9% | +236.1% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling