+455.9%
PSX vs FCUV
-94.7%
+550.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +136.0% | -135.2% | +0.7% |
| 7D | +7.8% | +148.8% | -141.0% | +7.8% |
| 30D | -10.9% | +95.0% | -105.9% | -10.9% |
| 3M | +14.5% | +27.8% | -13.3% | +14.5% |
| 6M | +56.1% | +121.0% | -64.9% | +56.2% |
| YTD | +109.6% | -78.1% | +187.7% | +109.5% |
| 1Y | +95.5% | -94.3% | +189.8% | +95.2% |
| 3Y | +156.2% | -98.9% | +255.1% | +155.8% |
| 5Y | +310.0% | -99.7% | +409.7% | +309.2% |
| 10Y | +368.0% | -98.2% | +466.3% | +378.9% |
| All | +455.9% | -94.7% | +550.6% | +480.4% |
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