+2,993.7%
SHOP vs FCUV
-98.6%
+3,092.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.5% | +1.7% |
| 7D | -11.2% | -66.5% | +55.2% | -10.8% |
| 30D | -14.4% | +5.0% | -19.3% | -14.7% |
| 3M | +16.6% | +63.8% | -47.2% | +12.6% |
| 6M | -0.6% | -67.8% | +67.3% | -2.7% |
| YTD | -20.0% | -82.4% | +62.4% | -21.3% |
| 1Y | -11.2% | -94.7% | +83.5% | -11.8% |
| 3Y | +99.5% | -99.3% | +198.7% | +97.8% |
| 5Y | -13.2% | -99.9% | +86.6% | -13.1% |
| All | +2,993.7% | -98.6% | +3,092.3% | +2,868.8% |
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