+17.0%
DVN vs FCUV
-95.9%
+112.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.1% |
| 7D | +2.5% | -72.0% | +74.5% | +2.5% |
| 30D | +10.2% | -8.0% | +18.2% | +10.2% |
| 3M | +8.1% | +66.3% | -58.2% | +8.3% |
| 6M | +15.9% | -75.3% | +91.2% | +15.8% |
| YTD | +38.2% | -83.0% | +121.2% | +38.1% |
| 1Y | +44.5% | -94.7% | +139.1% | +44.1% |
| 3Y | +5.1% | -99.3% | +104.4% | +4.9% |
| 5Y | +124.3% | -99.9% | +224.2% | +123.4% |
| 10Y | +65.9% | -98.6% | +164.5% | +72.9% |
| All | +17.0% | -95.9% | +112.8% | +22.5% |
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