+9.1%
XLF vs FCUV
-81.1%
+90.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.7% | +12.9% | -0.8% |
| 7D | 0.0% | +62.8% | -62.8% | 0.0% |
| 30D | +0.2% | +66.5% | -66.3% | +0.1% |
| 3M | +11.7% | +459.9% | -448.2% | +11.4% |
| 6M | +13.8% | -12.4% | +26.2% | +15.4% |
| YTD | +7.0% | -47.5% | +54.5% | +9.3% |
| 1Y | +9.1% | -80.5% | +89.6% | +11.3% |
| All | +9.1% | -81.1% | +90.3% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling