+22.1%
EWZ vs FCUV
-99.6%
+121.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.0% |
| 7D | +1.4% | -15.4% | +16.8% | +1.4% |
| 30D | -25.1% | -32.9% | +7.8% | -25.0% |
| 3M | -7.7% | -46.2% | +38.4% | -7.8% |
| 6M | -15.8% | -30.0% | +14.2% | -16.5% |
| YTD | +3.6% | -91.4% | +95.0% | +3.8% |
| 1Y | +5.5% | -98.1% | +103.6% | +6.4% |
| 3Y | +22.1% | -99.6% | +121.7% | +19.2% |
| All | +22.1% | -99.6% | +121.7% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling