+17.4%
FXI vs FCUV
-95.9%
+113.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.7% | -1.3% |
| 7D | -2.8% | -63.8% | +61.0% | -2.7% |
| 30D | -5.3% | -14.7% | +9.4% | -5.4% |
| 3M | +0.3% | +65.3% | -65.0% | -0.7% |
| 6M | -4.6% | -68.5% | +63.9% | -5.3% |
| YTD | -9.1% | -83.0% | +74.0% | -9.6% |
| 1Y | -12.0% | -94.4% | +82.4% | -12.3% |
| 3Y | +38.6% | -99.3% | +137.9% | +38.1% |
| 5Y | -6.6% | -99.9% | +93.3% | -6.7% |
| 10Y | +15.0% | -98.6% | +113.6% | +15.0% |
| All | +17.4% | -95.9% | +113.3% | +18.6% |
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