-99.8%
FCUV vs XHB
+33.0%
-132.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.3% |
| 7D | -66.5% | -4.6% | -61.8% | -64.6% |
| 30D | +5.0% | -9.1% | +14.1% | +13.3% |
| 3M | +63.8% | -8.6% | +72.4% | +74.0% |
| 6M | -67.8% | -4.0% | -63.8% | -67.1% |
| YTD | -82.4% | -3.9% | -78.5% | -82.1% |
| 1Y | -94.7% | -16.5% | -78.3% | -94.1% |
| 3Y | -99.3% | +22.6% | -121.8% | -99.4% |
| All | -99.8% | +33.0% | -132.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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