-15.7%
SHOP vs FCUV
-99.9%
+84.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.0% | +1.6% | -5.4% |
| 7D | -10.6% | -63.8% | +53.1% | -10.0% |
| 30D | -18.3% | -14.7% | -3.6% | -18.5% |
| 3M | +14.8% | +65.3% | -50.5% | +9.7% |
| 6M | -5.0% | -68.5% | +63.5% | -3.6% |
| YTD | -21.2% | -83.0% | +61.8% | -17.3% |
| 1Y | -11.6% | -94.4% | +82.8% | -2.1% |
| 3Y | +101.2% | -99.3% | +200.5% | +145.7% |
| 5Y | -15.7% | -99.9% | +84.2% | +23.5% |
| All | -15.7% | -99.9% | +84.2% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling