+210.0%
SHEL vs FCUV
-98.6%
+308.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | +0.8% |
| 7D | +4.1% | -66.5% | +70.6% | +4.2% |
| 30D | +8.4% | +5.0% | +3.4% | +8.3% |
| 3M | +13.7% | +63.8% | -50.1% | +13.3% |
| 6M | +12.7% | -67.8% | +80.5% | +12.3% |
| YTD | +35.3% | -82.4% | +117.7% | +34.8% |
| 1Y | +39.4% | -94.7% | +134.1% | +38.8% |
| 3Y | +71.5% | -99.3% | +170.7% | +70.8% |
| 5Y | +195.0% | -99.9% | +294.9% | +193.6% |
| All | +210.0% | -98.6% | +308.6% | +209.7% |
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 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