+208.4%
FCX vs FCUV
-95.6%
+304.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -65.2% | +70.6% | +5.4% |
| 7D | +5.7% | -47.9% | +53.7% | +5.7% |
| 30D | +10.1% | +13.7% | -3.6% | +9.9% |
| 3M | +20.2% | +97.0% | -76.8% | +19.4% |
| 6M | +29.7% | -66.1% | +95.8% | +29.2% |
| YTD | +51.9% | -81.8% | +133.7% | +51.6% |
| 1Y | +66.0% | -93.3% | +159.3% | +65.9% |
| 3Y | +102.7% | -99.2% | +202.0% | +102.7% |
| 5Y | +138.9% | -99.9% | +238.7% | +139.0% |
| 10Y | +701.1% | -98.5% | +799.6% | +699.4% |
| All | +208.4% | -95.6% | +304.0% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling