+46.6%
EWZ vs FCUV
-97.7%
+144.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.9% |
| 7D | +0.6% | -4.7% | +5.3% | +0.6% |
| 30D | -25.5% | -23.2% | -2.3% | -25.5% |
| 3M | -4.5% | -49.2% | +44.6% | -4.5% |
| 6M | -15.3% | -9.2% | -6.1% | -16.2% |
| YTD | +3.1% | -90.6% | +93.7% | +2.5% |
| 1Y | +1.2% | -97.9% | +99.1% | +0.9% |
| 3Y | +19.3% | -99.5% | +118.8% | +18.7% |
| 5Y | +52.3% | -99.9% | +152.1% | +51.8% |
| 10Y | +67.0% | -99.2% | +166.2% | +65.6% |
| All | +46.6% | -97.7% | +144.3% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling