+263.3%
DXCM vs FCUV
-98.6%
+361.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -5.8% | -72.0% | +66.2% | -5.9% |
| 30D | -5.6% | -8.0% | +2.4% | -5.5% |
| 3M | +13.0% | +66.3% | -53.2% | +13.8% |
| 6M | +24.7% | -75.3% | +100.0% | +23.8% |
| YTD | +27.3% | -83.0% | +110.3% | +26.2% |
| 1Y | +11.2% | -94.7% | +105.8% | +9.3% |
| 3Y | -19.0% | -99.3% | +80.3% | -20.1% |
| 5Y | -38.5% | -99.9% | +61.4% | -40.0% |
| All | +263.3% | -98.6% | +361.9% | +488.2% |
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