+179.8%
SYY vs FCUV
-95.6%
+275.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -65.2% | +65.0% | -0.2% |
| 7D | -2.8% | -47.9% | +45.2% | -2.8% |
| 30D | -5.3% | +13.7% | -18.9% | -5.3% |
| 3M | +5.1% | +97.0% | -91.9% | +4.7% |
| 6M | -5.0% | -66.1% | +61.1% | -5.3% |
| YTD | +10.7% | -81.8% | +92.5% | +10.4% |
| 1Y | +0.7% | -93.3% | +94.0% | +0.4% |
| 3Y | +24.0% | -99.2% | +123.3% | +23.7% |
| 5Y | +19.3% | -99.9% | +119.1% | +18.9% |
| 10Y | +96.4% | -98.5% | +194.9% | +98.5% |
| All | +179.8% | -95.6% | +275.4% | +187.0% |
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