+115.4%
FOXA vs FCUV
-99.2%
+214.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +1.2% |
| 7D | +0.8% | -66.5% | +67.3% | +0.8% |
| 30D | +5.0% | +5.0% | +0.1% | +5.1% |
| 3M | -3.0% | +63.8% | -66.8% | -3.1% |
| 6M | +14.8% | -67.8% | +82.6% | +16.0% |
| YTD | -8.9% | -82.4% | +73.5% | -7.5% |
| 1Y | +13.3% | -94.7% | +108.1% | +15.9% |
| 3Y | +115.4% | -99.3% | +214.7% | +125.2% |
| All | +115.4% | -99.2% | +214.6% | +125.2% |
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