+67.6%
EWZ vs FCUV
-99.8%
+167.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -65.2% | +67.2% | +2.3% |
| 7D | +5.6% | -47.9% | +53.5% | +5.6% |
| 30D | +9.3% | +13.7% | -4.4% | +8.9% |
| 3M | +15.7% | +97.0% | -81.3% | +13.3% |
| 6M | +7.4% | -66.1% | +73.5% | +6.9% |
| YTD | +22.7% | -81.8% | +104.4% | +22.9% |
| 1Y | +36.4% | -93.3% | +129.7% | +37.7% |
| 3Y | +50.4% | -99.2% | +149.6% | +55.2% |
| 5Y | +67.6% | -99.9% | +167.5% | +77.3% |
| All | +67.6% | -99.8% | +167.5% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling