+203.2%
ABT vs FCUV
-95.6%
+298.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -65.2% | +62.6% | -2.5% |
| 7D | -3.1% | -47.9% | +44.8% | -3.1% |
| 30D | -2.1% | +13.7% | -15.8% | -2.2% |
| 3M | +17.4% | +97.0% | -79.6% | +16.5% |
| 6M | -2.4% | -66.1% | +63.7% | -3.0% |
| YTD | -14.2% | -81.8% | +67.5% | -14.6% |
| 1Y | -18.3% | -93.3% | +74.9% | -18.6% |
| 3Y | +11.5% | -99.2% | +110.7% | +11.1% |
| 5Y | -9.9% | -99.9% | +90.0% | -10.1% |
| 10Y | +204.4% | -98.5% | +302.9% | +195.0% |
| All | +203.2% | -95.6% | +298.7% | +198.9% |
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