+5.2%
XYZ vs FCUV
-94.0%
+99.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | -0.9% |
| 7D | -3.7% | -63.8% | +60.0% | -3.7% |
| 30D | +0.5% | -14.7% | +15.2% | +0.6% |
| 3M | +16.3% | +65.3% | -49.0% | +17.8% |
| 6M | +21.1% | -68.5% | +89.6% | +27.6% |
| YTD | +22.0% | -83.0% | +105.0% | +33.1% |
| 1Y | +5.2% | -94.4% | +99.6% | +22.8% |
| All | +5.2% | -94.0% | +99.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling