+142.5%
XLC vs FCUV
-98.0%
+240.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.7% | +12.5% | -1.1% |
| 7D | -0.8% | +62.8% | -63.7% | -1.2% |
| 30D | +1.0% | +66.5% | -65.5% | +0.5% |
| 3M | -0.7% | +459.9% | -460.6% | -4.5% |
| 6M | -5.1% | -12.4% | +7.2% | -7.5% |
| YTD | -4.3% | -47.5% | +43.2% | -6.2% |
| 1Y | -0.6% | -80.5% | +79.9% | -1.8% |
| 3Y | +72.7% | -97.6% | +170.3% | +70.7% |
| 5Y | +38.0% | -99.5% | +137.5% | +37.7% |
| All | +142.5% | -98.0% | +240.5% | +140.1% |
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 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