+130.0%
FITB vs FCUV
-99.2%
+229.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | -1.0% | -72.0% | +71.0% | -0.6% |
| 30D | -5.5% | -8.0% | +2.5% | -5.7% |
| 3M | +4.1% | +66.3% | -62.2% | +2.4% |
| 6M | +18.7% | -75.3% | +94.0% | +19.4% |
| YTD | +18.2% | -83.0% | +101.1% | +19.2% |
| 1Y | +23.7% | -94.7% | +118.3% | +26.4% |
| All | +130.0% | -99.2% | +229.2% | +145.5% |
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 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