+49.5%
EWZ vs FCUV
-97.7%
+147.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.7% | +13.0% | -0.7% |
| 7D | +6.5% | +62.8% | -56.3% | +6.3% |
| 30D | +4.8% | +66.5% | -61.7% | +4.6% |
| 3M | +9.9% | +459.9% | -450.1% | +8.4% |
| 6M | +1.9% | -12.4% | +14.3% | +1.6% |
| YTD | +20.3% | -47.5% | +67.8% | +20.2% |
| 1Y | +35.6% | -80.5% | +116.1% | +36.0% |
| All | +49.5% | -97.7% | +147.2% | +49.2% |
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