+169.4%
XLB vs FCUV
-87.2%
+256.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -13.7% | +13.3% | -0.3% |
| 7D | -1.4% | +62.8% | -64.2% | -1.4% |
| 30D | -0.4% | +66.5% | -66.9% | -0.4% |
| 3M | +2.0% | +459.9% | -458.0% | +2.1% |
| 6M | +1.8% | -12.4% | +14.2% | +2.1% |
| YTD | +16.6% | -47.5% | +64.1% | +16.9% |
| 1Y | +16.9% | -80.5% | +97.4% | +17.4% |
| 3Y | +32.6% | -97.6% | +130.2% | +33.0% |
| 5Y | +35.6% | -99.5% | +135.2% | +36.2% |
| 10Y | +160.0% | -95.8% | +255.8% | +162.5% |
| All | +169.4% | -87.2% | +256.7% | +173.7% |
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