+11.7%
BABA vs FCUV
-98.2%
+110.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +136.0% | -136.0% | -1.0% |
| 7D | -13.8% | +148.8% | -162.5% | -14.6% |
| 30D | -15.1% | +95.0% | -110.1% | -15.8% |
| 3M | -22.7% | +27.8% | -50.5% | -23.5% |
| 6M | -34.7% | +121.0% | -155.7% | -37.3% |
| YTD | -35.0% | -78.1% | +43.1% | -37.0% |
| 1Y | -40.4% | -94.3% | +53.8% | -41.7% |
| 3Y | +21.9% | -98.9% | +120.8% | +18.7% |
| 5Y | -39.9% | -99.7% | +59.8% | -41.1% |
| All | +11.7% | -98.2% | +110.0% | +6.5% |
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 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