+225.9%
WELL vs FCUV
-99.7%
+325.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +136.0% | -136.2% | -0.5% |
| 7D | +0.1% | +148.8% | -148.7% | -0.2% |
| 30D | +5.7% | +95.0% | -89.4% | +5.4% |
| 3M | +4.6% | +27.8% | -23.2% | +4.3% |
| 6M | +11.9% | +121.0% | -109.1% | +10.4% |
| YTD | +33.6% | -78.1% | +111.7% | +34.3% |
| 1Y | +29.8% | -94.3% | +124.0% | +32.8% |
| 3Y | +202.2% | -98.9% | +301.1% | +214.4% |
| All | +225.9% | -99.7% | +325.6% | +277.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling