-11.3%
ABT vs FCUV
-99.8%
+88.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.6% | -1.4% |
| 7D | -5.9% | -66.5% | +60.6% | -5.8% |
| 30D | -8.1% | +5.0% | -13.1% | -8.1% |
| 3M | +14.5% | +63.8% | -49.3% | +13.7% |
| 6M | -6.3% | -67.8% | +61.5% | -6.6% |
| YTD | -17.1% | -82.4% | +65.3% | -17.2% |
| 1Y | -21.4% | -94.7% | +73.4% | -21.2% |
| 3Y | +5.9% | -99.3% | +105.2% | +7.8% |
| All | -11.3% | -99.8% | +88.6% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling