+276.6%
XLI vs FCUV
-95.9%
+372.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | -1.5% |
| 7D | -0.6% | -63.8% | +63.2% | -0.5% |
| 30D | -6.9% | -14.7% | +7.7% | -7.0% |
| 3M | -1.9% | +65.3% | -67.2% | -2.3% |
| 6M | +1.0% | -68.5% | +69.5% | +0.7% |
| YTD | +11.3% | -83.0% | +94.4% | +11.0% |
| 1Y | +15.8% | -94.4% | +110.2% | +15.6% |
| 3Y | +69.8% | -99.3% | +169.1% | +69.4% |
| 5Y | +80.9% | -99.9% | +180.8% | +80.4% |
| 10Y | +257.2% | -98.6% | +355.8% | +259.8% |
| All | +276.6% | -95.9% | +372.5% | +281.8% |
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 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