+324.4%
AXP vs FCUV
-97.7%
+422.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | -4.9% | -49.2% | +44.3% | -4.9% |
| 6M | +4.1% | -9.2% | +13.3% | +3.1% |
| YTD | -11.7% | -90.6% | +78.9% | -12.1% |
| 1Y | -11.7% | -97.9% | +86.2% | -11.8% |
| 3Y | +116.5% | -99.5% | +216.0% | +115.8% |
| 5Y | +89.5% | -99.9% | +189.4% | +89.2% |
| 10Y | +424.9% | -99.2% | +524.1% | +420.9% |
| All | +324.4% | -97.7% | +422.1% | +325.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling