+139.0%
FCX vs FCUV
-94.7%
+233.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +136.0% | -138.0% | -2.1% |
| 7D | -0.3% | +148.8% | -149.1% | -0.4% |
| 30D | -14.7% | +95.0% | -109.8% | -14.8% |
| 3M | -11.2% | +27.8% | -39.0% | -11.3% |
| 6M | -11.4% | +121.0% | -132.4% | -12.0% |
| YTD | +17.7% | -78.1% | +95.9% | +17.4% |
| 1Y | +47.5% | -94.3% | +141.7% | +47.5% |
| 3Y | +83.9% | -98.9% | +182.8% | +83.7% |
| 5Y | +54.0% | -99.7% | +153.7% | +54.0% |
| 10Y | +372.9% | -98.2% | +471.1% | +371.6% |
| All | +139.0% | -94.7% | +233.7% | +140.8% |
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