-14.1%
ODFL vs FCUV
-99.2%
+85.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.4% |
| 7D | -3.3% | -66.5% | +63.2% | -3.1% |
| 30D | -15.3% | +5.0% | -20.3% | -15.5% |
| 3M | -27.3% | +63.8% | -91.1% | -28.5% |
| 6M | -4.5% | -67.8% | +63.3% | -4.2% |
| YTD | +15.1% | -82.4% | +97.6% | +16.3% |
| 1Y | +21.1% | -94.7% | +115.8% | +24.1% |
| 3Y | -14.1% | -99.3% | +85.2% | -11.9% |
| All | -14.1% | -99.2% | +85.1% | -11.9% |
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