+147.8%
XEL vs FCUV
-98.6%
+246.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | +0.1% |
| 7D | -0.3% | -66.5% | +66.2% | -0.2% |
| 30D | -3.9% | +5.0% | -8.9% | -4.0% |
| 3M | -2.8% | +63.8% | -66.6% | -3.4% |
| 6M | -5.4% | -67.8% | +62.4% | -5.8% |
| YTD | +3.8% | -82.4% | +86.2% | +3.4% |
| 1Y | +6.8% | -94.7% | +101.6% | +6.6% |
| 3Y | +45.6% | -99.3% | +144.8% | +45.2% |
| 5Y | +30.7% | -99.9% | +130.5% | +30.5% |
| All | +147.8% | -98.6% | +246.4% | +148.0% |
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