+135.3%
PSX vs FCUV
-99.2%
+234.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.7% | +0.7% |
| 7D | +1.8% | -63.8% | +65.6% | +2.0% |
| 30D | +21.6% | -14.7% | +36.3% | +21.4% |
| 3M | +46.5% | +65.3% | -18.9% | +43.9% |
| 6M | +62.0% | -68.5% | +130.5% | +61.4% |
| YTD | +106.3% | -83.0% | +189.4% | +106.7% |
| 1Y | +103.0% | -94.4% | +197.4% | +105.2% |
| All | +135.3% | -99.2% | +234.6% | +126.0% |
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