-11.7%
AXP vs FCUV
-98.0%
+86.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.1% |
| 7D | -2.9% | -4.7% | +1.8% | -2.8% |
| 30D | +3.7% | -23.2% | +26.9% | +3.7% |
| 3M | -4.9% | -49.2% | +44.3% | -4.9% |
| 6M | +4.1% | -9.2% | +13.3% | +4.0% |
| YTD | -11.7% | -90.6% | +78.9% | -6.5% |
| 1Y | -11.7% | -97.9% | +86.2% | +1.4% |
| All | -11.7% | -98.0% | +86.3% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling