+3.0%
XOP vs FCUV
-95.6%
+98.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -65.2% | +66.9% | +1.8% |
| 7D | +0.6% | -47.9% | +48.5% | +0.6% |
| 30D | +16.5% | +13.7% | +2.9% | +16.4% |
| 3M | +15.7% | +97.0% | -81.3% | +15.0% |
| 6M | +19.2% | -66.1% | +85.3% | +18.6% |
| YTD | +55.0% | -81.8% | +136.7% | +54.2% |
| 1Y | +54.2% | -93.3% | +147.5% | +53.5% |
| 3Y | +35.9% | -99.2% | +135.1% | +35.3% |
| 5Y | +162.4% | -99.9% | +262.3% | +161.2% |
| 10Y | +50.2% | -98.5% | +148.7% | +50.0% |
| All | +3.0% | -95.6% | +98.6% | +1.0% |
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