+135.4%
AXON vs FCUV
-99.2%
+234.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -65.2% | +63.2% | -1.7% |
| 7D | -2.5% | -47.9% | +45.4% | -2.4% |
| 30D | -11.5% | +13.7% | -25.1% | -11.7% |
| 3M | +7.3% | +97.0% | -89.7% | +4.8% |
| 6M | -11.9% | -66.1% | +54.2% | -12.5% |
| YTD | -11.0% | -81.8% | +70.8% | -11.1% |
| 1Y | -31.8% | -93.3% | +61.5% | -31.6% |
| 3Y | +135.4% | -99.2% | +234.6% | +140.2% |
| All | +135.4% | -99.2% | +234.6% | +140.2% |
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 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