+111.4%
EOG vs FCUV
-95.6%
+207.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -65.2% | +65.4% | +0.1% |
| 7D | -2.0% | -47.9% | +45.9% | -2.0% |
| 30D | +7.9% | +13.7% | -5.8% | +7.9% |
| 3M | +4.5% | +97.0% | -92.5% | +4.6% |
| 6M | +12.3% | -66.1% | +78.4% | +12.2% |
| YTD | +41.9% | -81.8% | +123.6% | +41.7% |
| 1Y | +27.8% | -93.3% | +121.1% | +27.5% |
| 3Y | +21.8% | -99.2% | +121.0% | +21.6% |
| 5Y | +174.0% | -99.9% | +273.9% | +173.0% |
| 10Y | +110.4% | -98.5% | +208.9% | +115.3% |
| All | +111.4% | -95.6% | +207.0% | +117.2% |
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 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