+13.8%
LUV vs FCUV
-95.9%
+109.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -0.1% | -72.0% | +71.9% | 0.0% |
| 30D | -14.6% | -8.0% | -6.6% | -14.6% |
| 3M | -5.7% | +66.3% | -72.0% | -6.3% |
| 6M | -8.4% | -75.3% | +66.9% | -8.7% |
| YTD | -5.1% | -83.0% | +77.8% | -5.4% |
| 1Y | +26.6% | -94.7% | +121.2% | +26.4% |
| 3Y | +39.7% | -99.3% | +138.9% | +39.5% |
| 5Y | -12.0% | -99.9% | +87.8% | -12.1% |
| 10Y | +17.3% | -98.6% | +115.9% | +17.6% |
| All | +13.8% | -95.9% | +109.7% | +16.1% |
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