+407.0%
AXP vs FCUV
-98.2%
+505.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +136.0% | -135.2% | +0.4% |
| 7D | -0.1% | +148.8% | -148.9% | -0.5% |
| 30D | +4.4% | +95.0% | -90.6% | +4.1% |
| 3M | -6.4% | +27.8% | -34.2% | -6.7% |
| 6M | +4.2% | +121.0% | -116.8% | +2.6% |
| YTD | -12.4% | -78.1% | +65.8% | -13.2% |
| 1Y | -11.1% | -94.3% | +83.1% | -11.6% |
| 3Y | +114.9% | -98.9% | +213.8% | +113.4% |
| 5Y | +87.4% | -99.7% | +187.1% | +86.4% |
| All | +407.0% | -98.2% | +505.2% | +395.7% |
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