+584.9%
XYZ vs FCUV
-98.2%
+683.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +136.0% | -133.2% | +2.2% |
| 7D | -1.1% | +148.8% | -149.8% | -1.7% |
| 30D | +11.5% | +95.0% | -83.5% | +10.9% |
| 3M | +1.8% | +27.8% | -26.0% | +1.2% |
| 6M | +21.2% | +121.0% | -99.8% | +18.3% |
| YTD | +29.9% | -78.1% | +108.1% | +28.2% |
| 1Y | +35.8% | -94.3% | +130.0% | +35.0% |
| 3Y | +62.6% | -98.9% | +161.5% | +61.2% |
| 5Y | -62.8% | -99.7% | +36.9% | -62.9% |
| All | +584.9% | -98.2% | +683.1% | +587.7% |
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