+35.8%
XYZ vs FCUV
-95.0%
+130.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +136.0% | -133.2% | +2.8% |
| 7D | -1.1% | +148.8% | -149.8% | -1.0% |
| 30D | +11.5% | +95.0% | -83.5% | +11.5% |
| 3M | +1.8% | +27.8% | -26.0% | +2.0% |
| 6M | +21.2% | +121.0% | -99.8% | +23.1% |
| YTD | +29.9% | -78.1% | +108.1% | +40.4% |
| 1Y | +35.8% | -94.3% | +130.0% | +47.4% |
| All | +35.8% | -95.0% | +130.8% | +47.4% |
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