+140.5%
XLP vs FCUV
-87.2%
+227.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.7% | +12.9% | -0.8% |
| 7D | -1.0% | +62.8% | -63.9% | -1.0% |
| 30D | -0.9% | +66.5% | -67.4% | -0.9% |
| 3M | +3.8% | +459.9% | -456.1% | +3.8% |
| 6M | -1.7% | -12.4% | +10.6% | -1.7% |
| YTD | +10.3% | -47.5% | +57.8% | +10.2% |
| 1Y | +7.8% | -80.5% | +88.3% | +7.8% |
| 3Y | +27.2% | -97.6% | +124.8% | +27.2% |
| 5Y | +32.5% | -99.5% | +132.1% | +32.5% |
| 10Y | +101.8% | -95.8% | +197.5% | +103.2% |
| All | +140.5% | -87.2% | +227.8% | +144.6% |
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