+139.5%
SLB vs FCUV
-99.9%
+239.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -65.2% | +64.5% | -0.3% |
| 7D | +0.4% | -47.9% | +48.4% | +0.5% |
| 30D | +13.6% | +13.7% | -0.1% | +13.1% |
| 3M | +1.5% | +97.0% | -95.5% | -1.6% |
| 6M | +23.0% | -66.1% | +89.1% | +21.4% |
| YTD | +51.2% | -81.8% | +133.0% | +50.4% |
| 1Y | +63.5% | -93.3% | +156.8% | +64.5% |
| 3Y | +2.5% | -99.2% | +101.7% | +5.6% |
| All | +139.5% | -99.9% | +239.4% | +165.1% |
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