+198.7%
WELL vs FCUV
-99.2%
+297.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.5% | -0.6% |
| 7D | -1.1% | -63.8% | +62.6% | -1.1% |
| 30D | +0.7% | -14.7% | +15.4% | +0.8% |
| 3M | +14.5% | +65.3% | -50.8% | +14.5% |
| 6M | +14.4% | -68.5% | +82.9% | +14.6% |
| YTD | +28.5% | -83.0% | +111.5% | +29.0% |
| 1Y | +41.8% | -94.4% | +136.2% | +43.1% |
| All | +198.7% | -99.2% | +297.9% | +207.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling