+924.3%
XLK vs FCUV
-95.9%
+1,020.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -0.4% | -72.0% | +71.6% | -0.3% |
| 30D | -0.5% | -8.0% | +7.5% | -0.6% |
| 3M | +5.0% | +66.3% | -61.3% | +4.0% |
| 6M | +32.9% | -75.3% | +108.1% | +32.2% |
| YTD | +29.0% | -83.0% | +111.9% | +28.4% |
| 1Y | +37.8% | -94.7% | +132.5% | +37.5% |
| 3Y | +118.7% | -99.3% | +217.9% | +118.1% |
| 5Y | +145.6% | -99.9% | +245.4% | +145.2% |
| 10Y | +791.5% | -98.6% | +890.1% | +793.2% |
| All | +924.3% | -95.9% | +1,020.2% | +933.1% |
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