+33.3%
SHEL vs FCUV
-81.1%
+114.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -13.7% | +14.3% | +0.7% |
| 7D | +2.2% | +62.8% | -60.6% | +2.0% |
| 30D | +6.8% | +66.5% | -59.7% | +6.5% |
| 3M | +8.1% | +459.9% | -451.8% | +6.1% |
| 6M | +14.4% | -12.4% | +26.8% | +13.7% |
| YTD | +30.0% | -47.5% | +77.5% | +29.3% |
| 1Y | +33.3% | -80.5% | +113.8% | +32.7% |
| All | +33.3% | -81.1% | +114.4% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling