+117.0%
AXP vs FCUV
-99.6%
+216.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -1.2% |
| 7D | +0.6% | -13.0% | +13.6% | +0.6% |
| 30D | +5.8% | -36.9% | +42.7% | +6.0% |
| 3M | -6.0% | -65.3% | +59.3% | -5.9% |
| 6M | +0.3% | -32.9% | +33.2% | -0.6% |
| YTD | -12.3% | -91.2% | +79.0% | -10.9% |
| 1Y | -11.2% | -98.2% | +87.0% | -7.7% |
| 3Y | +117.0% | -99.6% | +216.6% | +119.9% |
| All | +117.0% | -99.6% | +216.6% | +119.9% |
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