+554.0%
XYZ vs FCUV
-99.7%
+653.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +1.7% |
| 7D | +12.1% | -13.0% | +25.1% | +12.2% |
| 30D | +12.4% | -36.9% | +49.3% | +12.6% |
| 3M | +8.2% | -65.3% | +73.5% | +8.4% |
| 6M | +20.7% | -32.9% | +53.6% | +18.7% |
| YTD | +31.3% | -91.2% | +122.5% | +30.4% |
| 1Y | +20.5% | -98.2% | +118.7% | +20.8% |
| 3Y | +72.6% | -99.6% | +172.2% | +72.3% |
| 5Y | -64.0% | -99.9% | +35.9% | -63.9% |
| 10Y | +601.8% | -99.3% | +701.1% | +603.0% |
| All | +554.0% | -99.7% | +653.7% | +542.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling