+55.0%
XOP vs FCUV
-98.6%
+153.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | +0.1% |
| 7D | +2.6% | -66.5% | +69.1% | +2.7% |
| 30D | +9.6% | +5.0% | +4.6% | +9.5% |
| 3M | +20.4% | +63.8% | -43.4% | +20.0% |
| 6M | +19.9% | -67.8% | +87.7% | +19.5% |
| YTD | +56.4% | -82.4% | +138.8% | +55.9% |
| 1Y | +52.4% | -94.7% | +147.2% | +51.9% |
| 3Y | +39.9% | -99.3% | +139.1% | +39.4% |
| 5Y | +163.7% | -99.9% | +263.6% | +162.6% |
| All | +55.0% | -98.6% | +153.6% | +54.5% |
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 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