+335.4%
AVGO vs FCUV
-99.2%
+434.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | +1.0% | -72.0% | +73.0% | +1.1% |
| 30D | -13.3% | -8.0% | -5.3% | -13.4% |
| 3M | -2.9% | +66.3% | -69.1% | -3.8% |
| 6M | +5.7% | -75.3% | +81.0% | +6.4% |
| YTD | +4.6% | -83.0% | +87.6% | +5.6% |
| 1Y | -1.6% | -94.7% | +93.0% | +0.6% |
| All | +335.4% | -99.2% | +434.7% | +342.5% |
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