+117.0%
AXP vs FCUV
-99.5%
+216.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.7% | +12.6% | -1.0% |
| 7D | -2.1% | +62.8% | -64.9% | -2.5% |
| 30D | -6.5% | +66.5% | -73.0% | -7.0% |
| 3M | +4.6% | +459.9% | -455.3% | +0.9% |
| 6M | +5.4% | -12.4% | +17.8% | +5.1% |
| YTD | -11.1% | -47.5% | +36.4% | -10.4% |
| 1Y | -0.3% | -80.5% | +80.2% | +2.3% |
| 3Y | +111.6% | -97.6% | +209.2% | +125.2% |
| All | +117.0% | -99.5% | +216.5% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling