+1,472.1%
AXTI vs FCUV
-98.6%
+1,570.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | +0.1% |
| 7D | +5.1% | -66.5% | +71.5% | +5.9% |
| 30D | -17.5% | +5.0% | -22.4% | -18.4% |
| 3M | -26.7% | +63.8% | -90.5% | -31.4% |
| 6M | +36.8% | -67.8% | +104.6% | +28.4% |
| YTD | +296.1% | -82.4% | +378.6% | +272.8% |
| 1Y | +1,810.6% | -94.7% | +1,905.4% | +1,710.3% |
| 3Y | +2,587.6% | -99.3% | +2,686.8% | +2,443.8% |
| 5Y | +601.7% | -99.9% | +701.6% | +565.9% |
| All | +1,472.1% | -98.6% | +1,570.7% | +1,297.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling