+302.5%
PSX vs FCUV
-99.7%
+402.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +136.0% | -135.2% | +0.1% |
| 7D | +7.8% | +148.8% | -141.0% | +7.0% |
| 30D | -10.9% | +95.0% | -105.9% | -11.4% |
| 3M | +14.5% | +27.8% | -13.3% | +13.7% |
| 6M | +56.1% | +121.0% | -64.9% | +52.0% |
| YTD | +109.6% | -78.1% | +187.7% | +108.9% |
| 1Y | +95.5% | -94.3% | +189.8% | +98.2% |
| 3Y | +156.2% | -98.9% | +255.1% | +158.0% |
| All | +302.5% | -99.7% | +402.2% | +319.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling