-12.3%
LUV vs FCUV
-99.8%
+87.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | +1.4% |
| 7D | -1.0% | -66.5% | +65.5% | -0.6% |
| 30D | -12.4% | +5.0% | -17.3% | -12.6% |
| 3M | -11.0% | +63.8% | -74.8% | -12.9% |
| 6M | -5.0% | -67.8% | +62.9% | -4.5% |
| YTD | -3.8% | -82.4% | +78.6% | -2.2% |
| 1Y | +25.9% | -94.7% | +120.7% | +31.3% |
| 3Y | +42.2% | -99.3% | +141.5% | +52.7% |
| All | -12.3% | -99.8% | +87.6% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling