+361.0%
ORLY vs FCUV
-98.6%
+459.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.4% |
| 7D | -2.4% | -66.5% | +64.1% | -2.2% |
| 30D | -6.8% | +5.0% | -11.7% | -6.9% |
| 3M | -4.8% | +63.8% | -68.5% | -5.6% |
| 6M | -9.1% | -67.8% | +58.8% | -9.8% |
| YTD | -5.9% | -82.4% | +76.5% | -6.7% |
| 1Y | -20.4% | -94.7% | +74.3% | -21.0% |
| 3Y | +36.6% | -99.3% | +135.8% | +35.5% |
| 5Y | +117.3% | -99.9% | +217.2% | +115.7% |
| All | +361.0% | -98.6% | +459.6% | +347.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling