+157.8%
XLP vs FCUV
-97.9%
+255.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.3% |
| 7D | +0.7% | -13.0% | +13.7% | +0.7% |
| 30D | +10.3% | -36.9% | +47.2% | +10.3% |
| 3M | +6.5% | -65.3% | +71.9% | +6.5% |
| 6M | +8.4% | -32.9% | +41.3% | +8.4% |
| YTD | +18.2% | -91.2% | +109.4% | +18.2% |
| 1Y | +22.4% | -98.2% | +120.6% | +22.5% |
| 3Y | +41.9% | -99.6% | +141.5% | +41.9% |
| 5Y | +40.9% | -99.9% | +140.7% | +40.9% |
| 10Y | +128.4% | -99.3% | +227.7% | +130.0% |
| All | +157.8% | -97.9% | +255.7% | +162.2% |
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