+39.3%
XLC vs FCUV
-99.9%
+139.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -1.7% | -72.0% | +70.3% | -1.0% |
| 30D | +0.2% | -8.0% | +8.2% | -0.2% |
| 3M | +0.7% | +66.3% | -65.6% | -2.9% |
| 6M | -4.5% | -75.3% | +70.8% | -5.2% |
| YTD | -4.7% | -83.0% | +78.2% | -5.0% |
| 1Y | -1.5% | -94.7% | +93.2% | +0.3% |
| 3Y | +72.2% | -99.3% | +171.5% | +82.1% |
| 5Y | +39.3% | -99.9% | +139.2% | +56.1% |
| All | +39.3% | -99.9% | +139.2% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling