+70.3%
XLI vs FCUV
-99.2%
+169.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +1.1% |
| 7D | -1.7% | -66.5% | +64.8% | -1.5% |
| 30D | -7.3% | +5.0% | -12.2% | -7.4% |
| 3M | -1.3% | +63.8% | -65.1% | -2.5% |
| 6M | +2.2% | -67.8% | +70.1% | +2.1% |
| YTD | +11.7% | -82.4% | +94.1% | +12.1% |
| 1Y | +14.3% | -94.7% | +109.0% | +15.7% |
| 3Y | +70.3% | -99.3% | +169.6% | +74.9% |
| All | +70.3% | -99.2% | +169.6% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling