-14.2%
XYL vs FCUV
-99.8%
+85.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.4% |
| 7D | +1.2% | -66.5% | +67.7% | +1.6% |
| 30D | -11.9% | +5.0% | -16.9% | -12.3% |
| 3M | -1.5% | +63.8% | -65.3% | -4.3% |
| 6M | -11.9% | -67.8% | +55.9% | -12.1% |
| YTD | -20.6% | -82.4% | +61.8% | -20.0% |
| 1Y | -23.5% | -94.7% | +71.2% | -21.3% |
| 3Y | +14.9% | -99.3% | +114.1% | +21.6% |
| All | -14.2% | -99.8% | +85.6% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling