+275.1%
SCHD vs FCUV
-95.9%
+370.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | -3.1% | -72.0% | +68.9% | -3.0% |
| 30D | -0.8% | -8.0% | +7.2% | -0.8% |
| 3M | +6.2% | +66.3% | -60.1% | +5.9% |
| 6M | +11.8% | -75.3% | +87.1% | +11.6% |
| YTD | +26.0% | -83.0% | +108.9% | +25.7% |
| 1Y | +28.1% | -94.7% | +122.8% | +28.0% |
| 3Y | +54.6% | -99.3% | +153.9% | +54.3% |
| 5Y | +60.3% | -99.9% | +160.2% | +60.1% |
| 10Y | +242.1% | -98.6% | +340.7% | +242.8% |
| All | +275.1% | -95.9% | +370.9% | +279.6% |
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