-70.2%
AAOX vs FCUV
-67.8%
-2.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.5% | -9.0% | -8.5% |
| 7D | +5.4% | -72.0% | +77.4% | +5.1% |
| 30D | -47.7% | -8.0% | -39.7% | -47.9% |
| 3M | -78.6% | +66.3% | -144.9% | -78.6% |
| All | -70.2% | -67.8% | -2.4% | -69.5% |
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 · Available span rolling