+171.6%
XLU vs FCUV
-95.7%
+267.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.3% |
| 7D | -1.6% | -66.5% | +64.9% | -1.6% |
| 30D | -3.3% | +5.0% | -8.3% | -3.3% |
| 3M | -3.2% | +63.8% | -66.9% | -3.3% |
| 6M | -7.0% | -67.8% | +60.9% | -7.0% |
| YTD | +0.6% | -82.4% | +83.0% | +0.6% |
| 1Y | +2.4% | -94.7% | +97.2% | +2.5% |
| 3Y | +46.3% | -99.3% | +145.5% | +46.3% |
| 5Y | +44.0% | -99.9% | +143.8% | +44.0% |
| 10Y | +140.1% | -98.6% | +238.6% | +142.5% |
| All | +171.6% | -95.7% | +267.3% | +178.3% |
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