+84.5%
AAPL vs FCUV
-99.2%
+183.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | -0.5% | -72.0% | +71.5% | -1.2% |
| 30D | +7.1% | -8.0% | +15.1% | +7.6% |
| 3M | +12.1% | +66.3% | -54.2% | +17.8% |
| 6M | +25.4% | -75.3% | +100.7% | +33.9% |
| YTD | +20.5% | -83.0% | +103.4% | +28.8% |
| 1Y | +44.5% | -94.7% | +139.2% | +56.2% |
| All | +84.5% | -99.2% | +183.8% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling