+428.1%
WMT vs FCUV
-98.6%
+526.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -1.9% | +1.3% |
| 7D | 0.0% | -66.5% | +66.5% | +0.1% |
| 30D | -7.4% | +5.0% | -12.4% | -7.5% |
| 3M | -10.9% | +63.8% | -74.7% | -11.2% |
| 6M | -12.7% | -67.8% | +55.2% | -12.9% |
| YTD | -3.2% | -82.4% | +79.2% | -3.5% |
| 1Y | +5.3% | -94.7% | +100.0% | +5.1% |
| 3Y | +101.9% | -99.3% | +201.1% | +101.5% |
| 5Y | +134.6% | -99.9% | +234.4% | +134.2% |
| All | +428.1% | -98.6% | +526.6% | +426.9% |
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