+323.1%
FANG vs FCUV
-95.7%
+418.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.2% |
| 7D | +2.9% | -66.5% | +69.4% | +2.9% |
| 30D | +2.6% | +5.0% | -2.4% | +2.6% |
| 3M | +7.6% | +63.8% | -56.2% | +7.3% |
| 6M | +17.3% | -67.8% | +85.2% | +17.0% |
| YTD | +38.7% | -82.4% | +121.1% | +38.3% |
| 1Y | +51.6% | -94.7% | +146.4% | +51.2% |
| 3Y | +50.0% | -99.3% | +149.2% | +49.6% |
| 5Y | +237.6% | -99.9% | +337.4% | +236.3% |
| 10Y | +180.7% | -98.6% | +279.3% | +178.9% |
| All | +323.1% | -95.7% | +418.8% | +306.6% |
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