-16.4%
SLB vs FCUV
-87.2%
+70.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.7% | +13.8% | +0.2% |
| 7D | +0.8% | +62.8% | -62.0% | +0.8% |
| 30D | +15.8% | +66.5% | -50.7% | +15.7% |
| 3M | -0.3% | +459.9% | -460.3% | -0.8% |
| 6M | +21.3% | -12.4% | +33.7% | +20.8% |
| YTD | +52.3% | -47.5% | +99.8% | +51.7% |
| 1Y | +63.6% | -80.5% | +144.1% | +62.9% |
| 3Y | +3.8% | -97.6% | +101.4% | +3.4% |
| 5Y | +128.6% | -99.5% | +228.2% | +127.5% |
| 10Y | -3.1% | -95.8% | +92.7% | -1.5% |
| All | -16.4% | -87.2% | +70.9% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling