+263.5%
XLF vs FCUV
-95.9%
+359.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | -0.4% |
| 7D | -1.0% | -63.8% | +62.7% | -1.0% |
| 30D | -1.3% | -14.7% | +13.4% | -1.3% |
| 3M | +9.1% | +65.3% | -56.2% | +8.6% |
| 6M | +14.4% | -68.5% | +82.8% | +14.0% |
| YTD | +5.1% | -83.0% | +88.1% | +4.8% |
| 1Y | +8.6% | -94.4% | +103.0% | +8.4% |
| 3Y | +74.4% | -99.3% | +173.7% | +74.1% |
| 5Y | +64.4% | -99.9% | +164.2% | +64.1% |
| 10Y | +251.6% | -98.6% | +350.2% | +252.2% |
| All | +263.5% | -95.9% | +359.4% | +268.5% |
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