+67.3%
DVN vs FCUV
-98.6%
+165.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | +0.4% |
| 7D | +4.5% | -66.5% | +71.0% | +4.5% |
| 30D | +12.0% | +5.0% | +7.0% | +12.0% |
| 3M | +13.4% | +63.8% | -50.4% | +13.4% |
| 6M | +12.1% | -67.8% | +79.9% | +12.0% |
| YTD | +38.8% | -82.4% | +121.2% | +38.5% |
| 1Y | +46.0% | -94.7% | +140.8% | +45.5% |
| 3Y | +9.5% | -99.3% | +108.7% | +9.2% |
| 5Y | +125.3% | -99.9% | +225.1% | +124.1% |
| All | +67.3% | -98.6% | +165.8% | +68.9% |
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