+64.3%
XLF vs FCUV
-99.8%
+164.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | -1.5% | -66.5% | +65.0% | -1.1% |
| 30D | -1.2% | +5.0% | -6.1% | -1.4% |
| 3M | +9.2% | +63.8% | -54.6% | +7.1% |
| 6M | +16.3% | -67.8% | +84.2% | +16.3% |
| YTD | +5.4% | -82.4% | +87.8% | +6.2% |
| 1Y | +7.6% | -94.7% | +102.3% | +10.2% |
| 3Y | +74.2% | -99.3% | +173.5% | +82.6% |
| All | +64.3% | -99.8% | +164.1% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling