+178.8%
FDX vs FCUV
-98.6%
+277.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | -1.6% |
| 7D | -2.3% | -63.8% | +61.4% | -2.2% |
| 30D | -4.9% | -14.7% | +9.8% | -4.9% |
| 3M | -6.5% | +65.3% | -71.8% | -7.1% |
| 6M | +6.7% | -68.5% | +75.2% | +6.2% |
| YTD | +33.9% | -83.0% | +116.9% | +33.5% |
| 1Y | +72.2% | -94.4% | +166.6% | +72.0% |
| 3Y | +60.2% | -99.3% | +159.5% | +60.1% |
| 5Y | +62.9% | -99.9% | +162.8% | +63.1% |
| 10Y | +178.8% | -98.6% | +277.4% | +169.5% |
| All | +178.8% | -98.6% | +277.4% | +169.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling