+327.0%
AXP vs FCUV
-87.2%
+414.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.7% | +12.6% | -1.1% |
| 7D | -2.1% | +62.8% | -64.9% | -2.2% |
| 30D | -6.5% | +66.5% | -73.0% | -6.7% |
| 3M | +4.6% | +459.9% | -455.3% | +3.3% |
| 6M | +5.4% | -12.4% | +17.8% | +4.5% |
| YTD | -11.1% | -47.5% | +36.4% | -11.8% |
| 1Y | -0.3% | -80.5% | +80.2% | -0.9% |
| 3Y | +111.6% | -97.6% | +209.2% | +110.3% |
| 5Y | +117.6% | -99.5% | +217.1% | +116.6% |
| 10Y | +474.1% | -95.8% | +569.9% | +468.2% |
| All | +327.0% | -87.2% | +414.3% | +327.0% |
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