+235.0%
XYL vs FCUV
-95.6%
+330.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -65.2% | +68.2% | +3.1% |
| 7D | +1.8% | -47.9% | +49.7% | +1.8% |
| 30D | -9.2% | +13.7% | -22.9% | -9.4% |
| 3M | -0.3% | +97.0% | -97.3% | -1.2% |
| 6M | -11.0% | -66.1% | +55.2% | -11.6% |
| YTD | -19.2% | -81.8% | +62.6% | -19.7% |
| 1Y | -21.2% | -93.3% | +72.1% | -21.5% |
| 3Y | +18.6% | -99.2% | +117.8% | +18.1% |
| 5Y | -14.3% | -99.9% | +85.5% | -14.6% |
| 10Y | +141.0% | -98.5% | +239.6% | +140.9% |
| All | +235.0% | -95.6% | +330.6% | +235.3% |
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