-14.2%
SLB vs FCUV
-99.2%
+85.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +2.1% |
| 7D | -1.2% | -4.7% | +3.5% | -1.2% |
| 30D | +4.5% | -23.2% | +27.7% | +4.5% |
| 3M | -4.6% | -49.2% | +44.6% | -4.6% |
| 6M | -6.3% | -9.2% | +3.0% | -6.7% |
| YTD | +35.0% | -90.6% | +125.5% | +34.4% |
| 1Y | +38.8% | -97.9% | +136.7% | +38.3% |
| 3Y | +3.3% | -99.5% | +102.8% | +2.9% |
| 5Y | +73.6% | -99.9% | +173.5% | +72.9% |
| 10Y | -14.2% | -99.2% | +85.0% | -14.2% |
| All | -14.2% | -99.2% | +85.0% | -14.2% |
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