-5.8%
SLB vs FCUV
-98.6%
+92.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | +0.1% |
| 7D | -2.5% | -66.5% | +63.9% | -2.4% |
| 30D | +7.1% | +5.0% | +2.1% | +7.0% |
| 3M | +0.6% | +63.8% | -63.2% | +0.1% |
| 6M | +17.6% | -67.8% | +85.4% | +17.0% |
| YTD | +48.5% | -82.4% | +130.9% | +47.8% |
| 1Y | +59.4% | -94.7% | +154.1% | +58.7% |
| 3Y | -0.4% | -99.3% | +98.9% | -0.8% |
| 5Y | +133.8% | -99.9% | +233.6% | +132.6% |
| All | -5.8% | -98.6% | +92.8% | -5.8% |
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