+140.4%
XLE vs FCUV
-94.7%
+235.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +136.0% | -135.0% | +1.0% |
| 7D | +5.4% | +148.8% | -143.3% | +5.4% |
| 30D | -3.9% | +95.0% | -99.0% | -4.0% |
| 3M | +7.0% | +27.8% | -20.8% | +7.0% |
| 6M | +14.2% | +121.0% | -106.8% | +14.2% |
| YTD | +48.2% | -78.1% | +126.3% | +48.0% |
| 1Y | +47.7% | -94.3% | +141.9% | +47.3% |
| 3Y | +70.0% | -98.9% | +168.9% | +69.7% |
| 5Y | +169.1% | -99.7% | +268.8% | +168.6% |
| 10Y | +180.7% | -98.2% | +279.0% | +185.5% |
| All | +140.4% | -94.7% | +235.1% | +146.7% |
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