+97.6%
FCX vs FCUV
-99.2%
+196.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.5% |
| 7D | +3.1% | -63.8% | +66.9% | +3.1% |
| 30D | +8.1% | -14.7% | +22.8% | +8.0% |
| 3M | +18.9% | +65.3% | -46.4% | +18.7% |
| 6M | +26.6% | -68.5% | +95.1% | +29.0% |
| YTD | +51.2% | -83.0% | +134.2% | +55.3% |
| 1Y | +75.6% | -94.4% | +170.0% | +83.0% |
| All | +97.6% | -99.2% | +196.8% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling