+73.3%
FDX vs FCUV
-99.5%
+172.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +1.0% |
| 7D | -2.1% | -4.7% | +2.6% | -2.1% |
| 30D | +10.4% | -23.2% | +33.6% | +10.4% |
| 3M | +0.5% | -49.2% | +49.6% | +0.5% |
| 6M | +6.5% | -9.2% | +15.7% | +6.7% |
| YTD | +40.2% | -90.6% | +130.8% | +42.2% |
| 1Y | +52.1% | -97.9% | +150.0% | +56.1% |
| All | +73.3% | -99.5% | +172.8% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling