+226.6%
XEL vs FCUV
-95.9%
+322.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -1.2% | -72.0% | +70.7% | -1.2% |
| 30D | -2.9% | -8.0% | +5.1% | -2.9% |
| 3M | -2.7% | +66.3% | -69.0% | -3.0% |
| 6M | -6.5% | -75.3% | +68.8% | -6.7% |
| YTD | +3.6% | -83.0% | +86.6% | +3.4% |
| 1Y | +7.5% | -94.7% | +102.2% | +7.4% |
| 3Y | +46.3% | -99.3% | +145.6% | +46.1% |
| 5Y | +30.5% | -99.9% | +130.4% | +30.4% |
| 10Y | +151.4% | -98.6% | +250.0% | +151.6% |
| All | +226.6% | -95.9% | +322.4% | +230.6% |
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