+182.3%
XOM vs FCUV
-95.9%
+278.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.0% | +9.2% | +2.2% |
| 7D | 0.0% | -63.8% | +63.8% | 0.0% |
| 30D | +3.4% | -14.7% | +18.1% | +3.5% |
| 3M | +11.0% | +65.3% | -54.3% | +11.6% |
| 6M | +10.6% | -68.5% | +79.1% | +11.1% |
| YTD | +39.2% | -83.0% | +122.2% | +39.7% |
| 1Y | +52.7% | -94.4% | +147.1% | +53.1% |
| 3Y | +56.8% | -99.3% | +156.0% | +57.3% |
| 5Y | +261.8% | -99.9% | +361.7% | +262.6% |
| 10Y | +191.3% | -98.6% | +289.9% | +196.2% |
| All | +182.3% | -95.9% | +278.2% | +191.1% |
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