+136.0%
XLC vs FCUV
-99.2%
+235.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +136.0% | -134.9% | +0.1% |
| 7D | +3.7% | +148.8% | -145.0% | +2.7% |
| 30D | -1.9% | +95.0% | -97.0% | -2.7% |
| 3M | -3.1% | +27.8% | -30.9% | -4.0% |
| 6M | -6.4% | +121.0% | -127.3% | -10.0% |
| YTD | -6.8% | -78.1% | +71.3% | -8.7% |
| 1Y | -1.7% | -94.3% | +92.6% | -2.3% |
| 3Y | +64.7% | -98.9% | +163.6% | +62.6% |
| 5Y | +41.1% | -99.7% | +140.8% | +40.5% |
| All | +136.0% | -99.2% | +235.2% | +133.6% |
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