+68.8%
FDX vs FCUV
-99.6%
+168.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.7% | +13.1% | -0.5% |
| 7D | -2.5% | +62.8% | -65.4% | -2.7% |
| 30D | +3.8% | +66.5% | -62.7% | +3.6% |
| 3M | -1.3% | +459.9% | -461.2% | -2.8% |
| 6M | +5.0% | -12.4% | +17.4% | +5.6% |
| YTD | +39.6% | -47.5% | +87.2% | +41.4% |
| 1Y | +81.1% | -80.5% | +161.6% | +85.6% |
| 3Y | +63.0% | -97.6% | +160.7% | +73.4% |
| All | +68.8% | -99.6% | +168.4% | +87.9% |
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 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