+333.8%
SCHW vs FCUV
-95.9%
+429.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.7% |
| 7D | -2.8% | -72.0% | +69.2% | -2.6% |
| 30D | -0.1% | -8.0% | +7.9% | -0.1% |
| 3M | +20.6% | +66.3% | -45.7% | +19.8% |
| 6M | +15.9% | -75.3% | +91.2% | +15.4% |
| YTD | +8.5% | -83.0% | +91.5% | +8.0% |
| 1Y | +17.8% | -94.7% | +112.5% | +17.4% |
| 3Y | +88.5% | -99.3% | +187.8% | +87.8% |
| 5Y | +60.6% | -99.9% | +160.5% | +60.0% |
| 10Y | +298.0% | -98.6% | +396.7% | +301.8% |
| All | +333.8% | -95.9% | +429.7% | +340.3% |
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