-11.2%
SHOP vs FCUV
-99.7%
+88.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +136.0% | -135.8% | -1.2% |
| 7D | -1.2% | +148.8% | -150.0% | -2.7% |
| 30D | -14.7% | +95.0% | -109.8% | -15.8% |
| 3M | -7.2% | +27.8% | -35.0% | -8.3% |
| 6M | +54.2% | +121.0% | -66.8% | +45.5% |
| YTD | -8.6% | -78.1% | +69.5% | -4.7% |
| 1Y | +0.5% | -94.3% | +94.8% | +13.1% |
| 3Y | +135.9% | -98.9% | +234.9% | +183.8% |
| All | -11.2% | -99.7% | +88.5% | +27.3% |
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 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