+134.5%
XLE vs FCUV
-97.7%
+232.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.9% |
| 7D | -0.2% | -4.7% | +4.5% | -0.2% |
| 30D | -4.0% | -23.2% | +19.2% | -4.0% |
| 3M | +4.6% | -49.2% | +53.8% | +4.6% |
| 6M | +12.3% | -9.2% | +21.5% | +12.3% |
| YTD | +44.5% | -90.6% | +135.1% | +44.4% |
| 1Y | +42.4% | -97.9% | +140.3% | +42.1% |
| 3Y | +67.0% | -99.5% | +166.6% | +66.8% |
| 5Y | +161.9% | -99.9% | +261.8% | +161.4% |
| 10Y | +173.9% | -99.2% | +273.1% | +178.6% |
| All | +134.5% | -97.7% | +232.2% | +140.7% |
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