-34.6%
USO vs FCUV
-95.9%
+61.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.0% | +9.7% | +2.7% |
| 7D | +6.2% | -63.8% | +70.0% | +6.2% |
| 30D | +19.1% | -14.7% | +33.8% | +19.1% |
| 3M | +14.2% | +65.3% | -51.1% | +14.6% |
| 6M | +43.7% | -68.5% | +112.2% | +44.0% |
| YTD | +116.8% | -83.0% | +199.9% | +117.0% |
| 1Y | +104.3% | -94.4% | +198.8% | +104.3% |
| 3Y | +91.5% | -99.3% | +190.8% | +91.6% |
| 5Y | +214.1% | -99.9% | +313.9% | +213.8% |
| 10Y | +77.0% | -98.6% | +175.6% | +79.4% |
| All | -34.6% | -95.9% | +61.2% | -34.1% |
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 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