+555.9%
XYZ vs FCUV
-99.6%
+655.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | +0.1% |
| 7D | -2.2% | -4.7% | +2.5% | -2.2% |
| 30D | +11.6% | -23.2% | +34.8% | +11.7% |
| 3M | +8.4% | -49.2% | +57.6% | +8.5% |
| 6M | +17.2% | -9.2% | +26.4% | +15.0% |
| YTD | +31.7% | -90.6% | +122.3% | +30.7% |
| 1Y | +30.1% | -97.9% | +127.9% | +30.2% |
| 3Y | +66.4% | -99.5% | +166.0% | +66.0% |
| 5Y | -62.2% | -99.9% | +37.7% | -62.1% |
| 10Y | +621.5% | -99.2% | +720.8% | +622.5% |
| All | +555.9% | -99.6% | +655.5% | +543.7% |
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