+115.0%
FCX vs FCUV
-99.9%
+214.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.0% | -6.6% |
| 7D | -1.9% | -72.0% | +70.1% | -1.5% |
| 30D | +3.4% | -8.0% | +11.4% | +3.0% |
| 3M | +15.0% | +66.3% | -51.3% | +12.3% |
| 6M | +14.6% | -75.3% | +89.9% | +17.0% |
| YTD | +41.2% | -83.0% | +124.2% | +45.0% |
| 1Y | +60.4% | -94.7% | +155.0% | +69.3% |
| 3Y | +88.4% | -99.3% | +187.7% | +109.4% |
| 5Y | +115.0% | -99.9% | +214.9% | +160.2% |
| All | +115.0% | -99.9% | +214.9% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling