+238.6%
SCHD vs FCUV
-98.6%
+337.2%
-33.4%
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 | -2.0% | -66.5% | +64.5% | -1.9% |
| 30D | -0.4% | +5.0% | -5.4% | -0.5% |
| 3M | +5.7% | +63.8% | -58.1% | +5.2% |
| 6M | +11.9% | -67.8% | +79.7% | +11.5% |
| YTD | +26.4% | -82.4% | +108.8% | +26.1% |
| 1Y | +27.6% | -94.7% | +122.3% | +27.4% |
| 3Y | +54.9% | -99.3% | +154.2% | +54.6% |
| 5Y | +60.9% | -99.9% | +160.8% | +60.6% |
| All | +238.6% | -98.6% | +337.2% | +236.0% |
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 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