-17.4%
ZBH vs FCUV
-98.6%
+81.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.1% | +1.1% |
| 7D | -4.7% | -66.5% | +61.8% | -4.6% |
| 30D | -4.5% | +5.0% | -9.5% | -4.5% |
| 3M | +7.6% | +63.8% | -56.2% | +7.0% |
| 6M | +0.3% | -67.8% | +68.1% | 0.0% |
| YTD | +4.5% | -82.4% | +86.9% | +4.3% |
| 1Y | -9.4% | -94.7% | +85.4% | -9.4% |
| 3Y | -21.5% | -99.3% | +77.8% | -21.6% |
| 5Y | -28.4% | -99.9% | +71.5% | -28.4% |
| All | -17.4% | -98.6% | +81.2% | -18.6% |
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