+82.0%
USO vs FCUV
-98.6%
+180.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.2% |
| 7D | +9.1% | -66.5% | +75.6% | +9.1% |
| 30D | +21.7% | +5.0% | +16.7% | +21.7% |
| 3M | +20.2% | +63.8% | -43.6% | +20.6% |
| 6M | +43.4% | -67.8% | +111.2% | +43.6% |
| YTD | +124.0% | -82.4% | +206.4% | +124.1% |
| 1Y | +112.2% | -94.7% | +206.9% | +112.0% |
| 3Y | +97.7% | -99.3% | +196.9% | +97.7% |
| 5Y | +217.4% | -99.9% | +317.3% | +217.1% |
| All | +82.0% | -98.6% | +180.6% | +84.0% |
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 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