+2,770.9%
AVGO vs FCUV
-98.6%
+2,869.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -2.9% | +0.3% |
| 7D | +1.1% | -66.5% | +67.6% | +1.3% |
| 30D | -13.0% | +5.0% | -18.0% | -13.1% |
| 3M | -6.0% | +63.8% | -69.8% | -6.9% |
| 6M | +6.4% | -67.8% | +74.2% | +5.6% |
| YTD | +5.0% | -82.4% | +87.4% | +4.3% |
| 1Y | +1.4% | -94.7% | +96.1% | +1.1% |
| 3Y | +336.8% | -99.3% | +436.1% | +335.3% |
| 5Y | +698.2% | -99.9% | +798.1% | +696.5% |
| All | +2,770.9% | -98.6% | +2,869.5% | +2,699.2% |
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