+165.5%
YUM vs FCUV
-98.6%
+264.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.1% |
| 7D | -6.1% | -66.5% | +60.4% | -6.1% |
| 30D | -5.8% | +5.0% | -10.8% | -5.8% |
| 3M | -7.6% | +63.8% | -71.4% | -7.6% |
| 6M | -9.1% | -67.8% | +58.7% | -9.0% |
| YTD | -5.5% | -82.4% | +76.9% | -5.3% |
| 1Y | -3.7% | -94.7% | +91.0% | -3.4% |
| 3Y | +17.8% | -99.3% | +117.1% | +18.2% |
| 5Y | +19.3% | -99.9% | +119.1% | +19.8% |
| All | +165.5% | -98.6% | +264.1% | +167.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling