+612.2%
FCX vs FCUV
-98.6%
+710.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.2% |
| 7D | -2.3% | -66.5% | +64.2% | -2.2% |
| 30D | +2.7% | +5.0% | -2.3% | +2.5% |
| 3M | +7.4% | +63.8% | -56.4% | +6.3% |
| 6M | +16.0% | -67.8% | +83.9% | +15.4% |
| YTD | +40.9% | -82.4% | +123.3% | +40.4% |
| 1Y | +56.4% | -94.7% | +151.2% | +56.3% |
| 3Y | +84.2% | -99.3% | +183.5% | +84.0% |
| 5Y | +114.6% | -99.9% | +214.5% | +114.8% |
| All | +612.2% | -98.6% | +710.8% | +578.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling