+45.2%
EWZ vs FCUV
-97.8%
+143.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.1% | -1.4% |
| 7D | +1.3% | -15.3% | +16.6% | +1.4% |
| 30D | -26.2% | -29.7% | +3.6% | -26.1% |
| 3M | -8.6% | -54.5% | +45.9% | -8.6% |
| 6M | -17.0% | -26.7% | +9.7% | -17.8% |
| YTD | +2.2% | -91.0% | +93.1% | +1.6% |
| 1Y | +2.7% | -98.0% | +100.7% | +2.4% |
| 3Y | +18.2% | -99.5% | +117.7% | +17.7% |
| 5Y | +56.0% | -99.9% | +155.9% | +55.5% |
| 10Y | +60.8% | -99.3% | +160.1% | +59.5% |
| All | +45.2% | -97.8% | +143.0% | +43.9% |
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