+66.5%
EWZ vs FCUV
-98.2%
+164.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +136.0% | -134.6% | +1.0% |
| 7D | +0.8% | +148.8% | -148.0% | +0.4% |
| 30D | -24.4% | +95.0% | -119.4% | -24.6% |
| 3M | -4.6% | +27.8% | -32.4% | -5.0% |
| 6M | -11.6% | +121.0% | -132.5% | -12.9% |
| YTD | +2.4% | -78.1% | +80.5% | +1.3% |
| 1Y | +2.1% | -94.3% | +96.3% | +1.4% |
| 3Y | +18.7% | -98.9% | +117.6% | +17.7% |
| 5Y | +54.2% | -99.7% | +153.9% | +53.1% |
| All | +66.5% | -98.2% | +164.7% | +63.8% |
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