+284.0%
FITB vs FCUV
-98.6%
+382.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | -0.3% | -66.5% | +66.2% | -0.1% |
| 30D | -5.7% | +5.0% | -10.6% | -5.8% |
| 3M | +3.2% | +63.8% | -60.6% | +2.3% |
| 6M | +23.4% | -67.8% | +91.2% | +22.7% |
| YTD | +18.8% | -82.4% | +101.2% | +18.2% |
| 1Y | +25.0% | -94.7% | +119.7% | +24.5% |
| 3Y | +131.2% | -99.3% | +230.5% | +130.3% |
| 5Y | +70.7% | -99.9% | +170.5% | +70.1% |
| All | +284.0% | -98.6% | +382.6% | +276.4% |
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