+280.4%
SHW vs FCUV
-98.6%
+379.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.4% | +1.8% |
| 7D | -3.1% | -66.5% | +63.4% | -3.0% |
| 30D | -10.0% | +5.0% | -15.0% | -10.1% |
| 3M | +2.3% | +63.8% | -61.5% | +1.4% |
| 6M | +0.7% | -67.8% | +68.5% | +0.1% |
| YTD | +0.5% | -82.4% | +82.9% | +0.1% |
| 1Y | -11.5% | -94.7% | +83.3% | -11.6% |
| 3Y | +21.3% | -99.3% | +120.6% | +21.0% |
| 5Y | +12.5% | -99.9% | +112.4% | +12.4% |
| All | +280.4% | -98.6% | +379.0% | +265.2% |
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