-68.6%
XYZ vs FCUV
-99.8%
+31.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -65.2% | +62.0% | -2.4% |
| 7D | +2.9% | -47.9% | +50.8% | +3.1% |
| 30D | +1.4% | +13.7% | -12.3% | +0.6% |
| 3M | +14.6% | +97.0% | -82.4% | +7.6% |
| 6M | +20.8% | -66.1% | +86.9% | +20.7% |
| YTD | +23.1% | -81.8% | +104.8% | +27.0% |
| 1Y | +5.6% | -93.3% | +98.9% | +13.7% |
| 3Y | +50.9% | -99.2% | +150.1% | +78.3% |
| 5Y | -68.6% | -99.9% | +31.3% | -55.2% |
| All | -68.6% | -99.8% | +31.3% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling