+44.8%
XLP vs FCUV
-98.9%
+143.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +136.0% | -134.6% | +1.4% |
| 7D | +2.5% | +148.8% | -146.3% | +2.5% |
| 30D | +7.3% | +95.0% | -87.7% | +7.3% |
| 3M | +8.1% | +27.8% | -19.7% | +8.1% |
| 6M | +10.5% | +121.0% | -110.5% | +10.5% |
| YTD | +21.2% | -78.1% | +99.3% | +21.4% |
| 1Y | +22.7% | -94.3% | +117.0% | +23.0% |
| 3Y | +44.8% | -98.9% | +143.7% | +43.4% |
| All | +44.8% | -98.9% | +143.7% | +43.4% |
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