+271.9%
XLY vs FCUV
-95.7%
+367.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.9% |
| 7D | -1.7% | -66.5% | +64.8% | -1.5% |
| 30D | -4.2% | +5.0% | -9.2% | -4.4% |
| 3M | -2.7% | +63.8% | -66.5% | -4.2% |
| 6M | -0.6% | -67.8% | +67.2% | -1.9% |
| YTD | -5.0% | -82.4% | +77.4% | -6.1% |
| 1Y | -4.1% | -94.7% | +90.6% | -5.0% |
| 3Y | +33.6% | -99.3% | +132.9% | +32.2% |
| 5Y | +28.7% | -99.9% | +128.6% | +27.5% |
| 10Y | +219.6% | -98.6% | +318.2% | +220.5% |
| All | +271.9% | -95.7% | +367.6% | +276.5% |
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