+92.6%
EWZ vs FCUV
-98.6%
+191.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.6% | -1.4% |
| 7D | -0.1% | -63.8% | +63.7% | +0.1% |
| 30D | +8.2% | -14.7% | +22.9% | +8.1% |
| 3M | +13.3% | +65.3% | -52.0% | +11.8% |
| 6M | +3.6% | -68.5% | +72.1% | +2.6% |
| YTD | +21.0% | -83.0% | +104.0% | +20.0% |
| 1Y | +34.7% | -94.4% | +129.1% | +33.9% |
| 3Y | +48.3% | -99.3% | +147.6% | +47.4% |
| 5Y | +60.1% | -99.9% | +159.9% | +59.5% |
| 10Y | +92.6% | -98.6% | +191.2% | +89.6% |
| All | +92.6% | -98.6% | +191.2% | +89.6% |
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