+95.1%
IYR vs FCUV
-95.6%
+190.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -65.2% | +65.1% | 0.0% |
| 7D | -0.4% | -47.9% | +47.5% | -0.4% |
| 30D | -2.5% | +13.7% | -16.2% | -2.6% |
| 3M | +1.5% | +97.0% | -95.5% | +0.8% |
| 6M | +3.9% | -66.1% | +70.0% | +3.4% |
| YTD | +9.5% | -81.8% | +91.3% | +9.2% |
| 1Y | +7.5% | -93.3% | +100.7% | +7.2% |
| 3Y | +30.8% | -99.2% | +130.0% | +30.5% |
| 5Y | +4.8% | -99.9% | +104.6% | +4.6% |
| 10Y | +64.3% | -98.5% | +162.9% | +64.8% |
| All | +95.1% | -95.6% | +190.7% | +98.3% |
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