+303.5%
EWY vs FCUV
-98.6%
+402.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | 0.0% | +3.2% |
| 7D | -0.1% | -66.5% | +66.4% | 0.0% |
| 30D | +7.3% | +5.0% | +2.3% | +7.3% |
| 3M | -5.1% | +63.8% | -68.9% | -5.4% |
| 6M | +42.1% | -67.8% | +109.9% | +42.2% |
| YTD | +94.1% | -82.4% | +176.5% | +94.6% |
| 1Y | +147.8% | -94.7% | +242.6% | +149.3% |
| 3Y | +222.9% | -99.3% | +322.2% | +224.3% |
| 5Y | +150.6% | -99.9% | +250.5% | +152.2% |
| All | +303.5% | -98.6% | +402.1% | +307.2% |
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