+85.6%
SCHG vs FCUV
-99.2%
+184.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.8% |
| 7D | -1.0% | -66.5% | +65.4% | -0.7% |
| 30D | -1.3% | +5.0% | -6.2% | -1.5% |
| 3M | +5.4% | +63.8% | -58.4% | +3.3% |
| 6M | +14.4% | -67.8% | +82.2% | +14.0% |
| YTD | +8.0% | -82.4% | +90.4% | +8.5% |
| 1Y | +12.7% | -94.7% | +107.5% | +15.0% |
| 3Y | +85.6% | -99.3% | +184.9% | +91.0% |
| All | +85.6% | -99.2% | +184.8% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling