+378.1%
PSX vs FCUV
-98.6%
+476.7%
-64.2%
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 | +1.7% | -66.5% | +68.2% | +1.8% |
| 30D | +15.6% | +5.0% | +10.7% | +15.6% |
| 3M | +46.5% | +63.8% | -17.3% | +46.1% |
| 6M | +55.0% | -67.8% | +122.8% | +54.7% |
| YTD | +105.3% | -82.4% | +187.7% | +104.9% |
| 1Y | +101.6% | -94.7% | +196.3% | +101.2% |
| 3Y | +134.1% | -99.3% | +233.4% | +133.5% |
| 5Y | +368.7% | -99.9% | +468.5% | +367.0% |
| All | +378.1% | -98.6% | +476.7% | +377.2% |
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