+162.3%
EWJ vs FCUV
-95.9%
+258.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | -1.0% |
| 7D | +1.0% | -63.8% | +64.8% | +1.0% |
| 30D | +1.0% | -14.7% | +15.7% | +1.0% |
| 3M | +7.2% | +65.3% | -58.1% | +6.9% |
| 6M | +13.9% | -68.5% | +82.4% | +13.7% |
| YTD | +20.8% | -83.0% | +103.8% | +20.7% |
| 1Y | +26.4% | -94.4% | +120.8% | +26.5% |
| 3Y | +71.8% | -99.3% | +171.0% | +71.9% |
| 5Y | +49.9% | -99.9% | +149.7% | +50.1% |
| 10Y | +140.0% | -98.6% | +238.6% | +141.7% |
| All | +162.3% | -95.9% | +258.2% | +166.1% |
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