+215.4%
ADSK vs FCUV
-98.6%
+313.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.4% |
| 7D | -2.5% | -66.5% | +63.9% | -2.4% |
| 30D | -14.9% | +5.0% | -19.8% | -15.0% |
| 3M | +3.3% | +63.8% | -60.5% | +2.3% |
| 6M | -15.7% | -67.8% | +52.2% | -16.2% |
| YTD | -28.2% | -82.4% | +54.2% | -28.6% |
| 1Y | -34.5% | -94.7% | +60.2% | -34.7% |
| 3Y | -2.9% | -99.3% | +96.4% | -3.2% |
| 5Y | -25.3% | -99.9% | +74.5% | -25.5% |
| All | +215.4% | -98.6% | +313.9% | +221.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling