+176.9%
XLE vs FCUV
-98.6%
+275.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | +0.5% | -72.0% | +72.4% | +0.5% |
| 30D | +6.6% | -8.0% | +14.6% | +6.5% |
| 3M | +12.3% | +66.3% | -54.0% | +12.1% |
| 6M | +18.4% | -75.3% | +93.7% | +18.2% |
| YTD | +47.2% | -83.0% | +130.2% | +46.9% |
| 1Y | +50.3% | -94.7% | +144.9% | +49.9% |
| 3Y | +55.3% | -99.3% | +154.6% | +55.0% |
| 5Y | +226.0% | -99.9% | +325.8% | +225.0% |
| All | +176.9% | -98.6% | +275.5% | +175.6% |
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 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