+119.9%
XRT vs FCUV
-98.6%
+218.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -3.6% | -72.0% | +68.4% | -3.4% |
| 30D | -6.7% | -8.0% | +1.3% | -6.8% |
| 3M | -1.4% | +66.3% | -67.7% | -2.4% |
| 6M | +1.7% | -75.3% | +77.0% | +1.1% |
| YTD | -1.5% | -83.0% | +81.5% | -2.0% |
| 1Y | -2.5% | -94.7% | +92.2% | -2.8% |
| 3Y | +39.9% | -99.3% | +139.2% | +39.4% |
| 5Y | -2.6% | -99.9% | +97.2% | -2.8% |
| All | +119.9% | -98.6% | +218.5% | +114.2% |
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