+135.7%
XLE vs FCUV
-87.2%
+222.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.7% | +12.8% | -0.9% |
| 7D | +2.2% | +62.8% | -60.6% | +2.2% |
| 30D | +11.8% | +66.5% | -54.7% | +11.8% |
| 3M | +9.8% | +459.9% | -450.1% | +9.9% |
| 6M | +15.6% | -12.4% | +27.9% | +15.5% |
| YTD | +45.3% | -47.5% | +92.8% | +45.1% |
| 1Y | +48.3% | -80.5% | +128.8% | +48.1% |
| 3Y | +55.4% | -97.6% | +153.1% | +55.2% |
| 5Y | +216.1% | -99.5% | +315.6% | +215.4% |
| 10Y | +178.4% | -95.8% | +274.1% | +183.2% |
| All | +135.7% | -87.2% | +222.9% | +141.9% |
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