+102.9%
XLP vs FCUV
-98.5%
+201.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -65.2% | +64.6% | -0.6% |
| 7D | -1.4% | -47.9% | +46.5% | -1.4% |
| 30D | -1.3% | +13.7% | -14.9% | -1.3% |
| 3M | +1.8% | +97.0% | -95.2% | +1.6% |
| 6M | -0.8% | -66.1% | +65.3% | -0.9% |
| YTD | +9.5% | -81.8% | +91.3% | +9.4% |
| 1Y | +7.2% | -93.3% | +100.5% | +7.1% |
| 3Y | +27.1% | -99.2% | +126.3% | +27.1% |
| 5Y | +32.0% | -99.9% | +131.9% | +32.0% |
| 10Y | +102.9% | -98.5% | +201.4% | +102.9% |
| All | +102.9% | -98.5% | +201.4% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling