+55.4%
FCX vs FCUV
-99.7%
+155.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +136.0% | -138.0% | -2.4% |
| 7D | -0.3% | +148.8% | -149.1% | -0.8% |
| 30D | -14.7% | +95.0% | -109.8% | -15.0% |
| 3M | -11.2% | +27.8% | -39.0% | -11.7% |
| 6M | -11.4% | +121.0% | -132.4% | -13.7% |
| YTD | +17.7% | -78.1% | +95.9% | +20.7% |
| 1Y | +47.5% | -94.3% | +141.7% | +56.7% |
| 3Y | +83.9% | -98.9% | +182.8% | +102.3% |
| All | +55.4% | -99.7% | +155.0% | +88.6% |
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 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