+435.3%
PSX vs FCUV
-87.2%
+522.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.7% | +13.8% | +0.2% |
| 7D | +4.5% | +62.8% | -58.3% | +4.5% |
| 30D | +26.6% | +66.5% | -39.9% | +26.6% |
| 3M | +39.3% | +459.9% | -420.7% | +39.4% |
| 6M | +56.8% | -12.4% | +69.2% | +56.8% |
| YTD | +101.8% | -47.5% | +149.4% | +101.8% |
| 1Y | +99.6% | -80.5% | +180.1% | +99.5% |
| 3Y | +140.3% | -97.6% | +238.0% | +140.1% |
| 5Y | +339.3% | -99.5% | +438.9% | +338.2% |
| 10Y | +369.9% | -95.8% | +465.6% | +380.9% |
| All | +435.3% | -87.2% | +522.6% | +459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling