+285.7%
GDXJ vs FCUV
-99.2%
+384.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +1.1% |
| 7D | -2.8% | -66.5% | +63.7% | -3.1% |
| 30D | +5.0% | +5.0% | 0.0% | +5.3% |
| 3M | +24.1% | +63.8% | -39.7% | +27.6% |
| 6M | -7.4% | -67.8% | +60.5% | -3.8% |
| YTD | +10.2% | -82.4% | +92.6% | +14.7% |
| 1Y | +42.5% | -94.7% | +137.3% | +49.1% |
| 3Y | +285.7% | -99.3% | +385.0% | +276.0% |
| All | +285.7% | -99.2% | +384.9% | +276.0% |
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