+90.1%
FOXA vs FCUV
-99.7%
+189.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | -3.7% | -72.0% | +68.2% | -3.6% |
| 30D | +5.4% | -8.0% | +13.4% | +5.3% |
| 3M | -3.7% | +66.3% | -70.0% | -4.5% |
| 6M | +12.6% | -75.3% | +87.9% | +12.7% |
| YTD | -10.0% | -83.0% | +73.0% | -9.8% |
| 1Y | +15.0% | -94.7% | +109.7% | +15.8% |
| 3Y | +115.1% | -99.3% | +214.4% | +116.1% |
| 5Y | +93.0% | -99.9% | +192.9% | +94.5% |
| All | +90.1% | -99.7% | +189.9% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling