+304.6%
EWY vs FCUV
-95.9%
+400.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.6% | -4.2% |
| 7D | +1.2% | -72.0% | +73.2% | +1.3% |
| 30D | +9.3% | -8.0% | +17.3% | +9.3% |
| 3M | +2.4% | +66.3% | -63.8% | +2.2% |
| 6M | +40.3% | -75.3% | +115.6% | +40.5% |
| YTD | +88.0% | -83.0% | +171.0% | +88.4% |
| 1Y | +143.8% | -94.7% | +238.5% | +145.0% |
| 3Y | +217.8% | -99.3% | +317.0% | +219.0% |
| 5Y | +142.7% | -99.9% | +242.6% | +144.0% |
| 10Y | +291.7% | -98.6% | +390.3% | +293.1% |
| All | +304.6% | -95.9% | +400.5% | +305.2% |
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