+159.8%
XLB vs FCUV
-98.6%
+258.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.4% |
| 7D | -2.8% | -66.5% | +63.6% | -2.8% |
| 30D | -3.1% | +5.0% | -8.1% | -3.1% |
| 3M | -0.2% | +63.8% | -63.9% | -0.1% |
| 6M | +3.1% | -67.8% | +70.9% | +3.3% |
| YTD | +13.3% | -82.4% | +95.7% | +13.6% |
| 1Y | +12.0% | -94.7% | +106.8% | +12.5% |
| 3Y | +31.4% | -99.3% | +130.7% | +31.9% |
| 5Y | +33.9% | -99.9% | +133.8% | +34.5% |
| All | +159.8% | -98.6% | +258.4% | +158.6% |
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 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