+143.7%
XLC vs FCUV
-99.3%
+243.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +1.0% |
| 7D | +0.5% | -66.5% | +67.0% | +1.0% |
| 30D | +2.1% | +5.0% | -2.9% | +1.7% |
| 3M | +0.7% | +63.8% | -63.1% | -2.5% |
| 6M | -3.2% | -67.8% | +64.6% | -5.2% |
| YTD | -3.8% | -82.4% | +78.6% | -5.3% |
| 1Y | -2.0% | -94.7% | +92.7% | -2.5% |
| 3Y | +71.4% | -99.3% | +170.6% | +70.3% |
| 5Y | +40.7% | -99.9% | +140.5% | +41.1% |
| All | +143.7% | -99.3% | +243.0% | +142.5% |
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