-3.0%
ZBH vs FCUV
-95.9%
+92.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.0% | +7.4% | +0.4% |
| 7D | -4.9% | -63.8% | +58.8% | -4.9% |
| 30D | -3.2% | -14.7% | +11.4% | -3.3% |
| 3M | +5.8% | +65.3% | -59.5% | +5.5% |
| 6M | +2.0% | -68.5% | +70.5% | +1.8% |
| YTD | +5.8% | -83.0% | +88.8% | +5.7% |
| 1Y | -7.9% | -94.4% | +86.5% | -7.9% |
| 3Y | -19.4% | -99.3% | +79.9% | -19.4% |
| 5Y | -29.5% | -99.9% | +70.4% | -29.4% |
| 10Y | -15.5% | -98.6% | +83.1% | -15.1% |
| All | -3.0% | -95.9% | +92.9% | -0.9% |
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