+47.7%
XYZ vs FCUV
-97.7%
+145.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.7% | +12.9% | -0.7% |
| 7D | -1.0% | +62.8% | -63.8% | -1.3% |
| 30D | -1.7% | +66.5% | -68.2% | -2.1% |
| 3M | +16.7% | +459.9% | -443.2% | +13.9% |
| 6M | +26.9% | -12.4% | +39.2% | +28.9% |
| YTD | +27.1% | -47.5% | +74.7% | +31.1% |
| 1Y | +9.3% | -80.5% | +89.8% | +15.5% |
| All | +47.7% | -97.7% | +145.3% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling