+164.0%
PAYX vs FCUV
-98.6%
+262.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | -4.9% | -66.5% | +61.6% | -4.7% |
| 30D | -3.8% | +5.0% | -8.8% | -3.9% |
| 3M | +17.9% | +63.8% | -45.9% | +17.0% |
| 6M | +26.1% | -67.8% | +93.9% | +25.4% |
| YTD | +6.7% | -82.4% | +89.1% | +6.2% |
| 1Y | -10.7% | -94.7% | +84.0% | -11.0% |
| 3Y | +7.0% | -99.3% | +106.2% | +6.5% |
| 5Y | +22.6% | -99.9% | +122.5% | +22.2% |
| All | +164.0% | -98.6% | +262.6% | +161.1% |
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 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