+192.9%
XOM vs FCUV
-98.6%
+291.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.5% |
| 7D | +4.1% | -66.5% | +70.6% | +4.1% |
| 30D | +4.6% | +5.0% | -0.4% | +4.6% |
| 3M | +14.0% | +63.8% | -49.8% | +14.2% |
| 6M | +11.0% | -67.8% | +78.8% | +11.2% |
| YTD | +40.7% | -82.4% | +123.1% | +41.0% |
| 1Y | +52.3% | -94.7% | +147.1% | +52.5% |
| 3Y | +60.5% | -99.3% | +159.7% | +60.8% |
| 5Y | +266.4% | -99.9% | +366.3% | +267.1% |
| All | +192.9% | -98.6% | +291.5% | +189.3% |
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 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