+169.4%
XLV vs FCUV
-98.6%
+268.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -0.2% |
| 7D | -3.6% | -66.5% | +62.9% | -3.5% |
| 30D | -1.8% | +5.0% | -6.8% | -1.9% |
| 3M | +7.8% | +63.8% | -56.0% | +7.5% |
| 6M | +9.1% | -67.8% | +76.9% | +9.0% |
| YTD | +7.7% | -82.4% | +90.1% | +7.6% |
| 1Y | +20.4% | -94.7% | +115.2% | +20.4% |
| 3Y | +30.8% | -99.3% | +130.0% | +30.7% |
| 5Y | +34.6% | -99.9% | +134.5% | +34.6% |
| All | +169.4% | -98.6% | +268.0% | +169.6% |
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 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