+1,786.0%
AXON vs FCUV
-98.6%
+1,884.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.3% |
| 7D | -11.0% | -72.0% | +60.9% | -10.7% |
| 30D | -24.7% | -8.0% | -16.7% | -24.9% |
| 3M | +7.0% | +66.3% | -59.3% | +4.7% |
| 6M | -9.6% | -75.3% | +65.6% | -10.9% |
| YTD | -15.7% | -83.0% | +67.3% | -16.8% |
| 1Y | -35.9% | -94.7% | +58.7% | -36.5% |
| 3Y | +123.0% | -99.3% | +222.3% | +120.9% |
| 5Y | +166.3% | -99.9% | +266.2% | +164.7% |
| All | +1,786.0% | -98.6% | +1,884.6% | +1,684.8% |
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