+169.0%
TSCO vs FCUV
-95.9%
+264.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -3.1% | -72.0% | +68.8% | -3.1% |
| 30D | -4.4% | -8.0% | +3.6% | -4.4% |
| 3M | +9.7% | +66.3% | -56.6% | +9.1% |
| 6M | -32.4% | -75.3% | +42.9% | -32.7% |
| YTD | -31.7% | -83.0% | +51.3% | -32.0% |
| 1Y | -41.3% | -94.7% | +53.4% | -41.6% |
| 3Y | -18.3% | -99.3% | +81.0% | -18.7% |
| 5Y | -10.3% | -99.9% | +89.6% | -10.7% |
| 10Y | +188.5% | -98.6% | +287.1% | +191.0% |
| All | +169.0% | -95.9% | +264.9% | +175.3% |
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