+30.9%
XLB vs FCUV
-99.2%
+130.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -3.5% | -72.0% | +68.4% | -3.7% |
| 30D | -4.7% | -8.0% | +3.3% | -4.6% |
| 3M | +2.7% | +66.3% | -63.5% | +3.9% |
| 6M | +2.6% | -75.3% | +77.9% | +4.9% |
| YTD | +12.8% | -83.0% | +95.8% | +15.6% |
| 1Y | +14.0% | -94.7% | +108.6% | +17.5% |
| All | +30.9% | -99.2% | +130.2% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling