-35.9%
BABA vs FCUV
-98.1%
+62.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.7% |
| 7D | +3.8% | -15.4% | +19.2% | +3.9% |
| 30D | -5.4% | -32.9% | +27.5% | -5.1% |
| 3M | -17.9% | -46.2% | +28.2% | -18.0% |
| 6M | -24.1% | -30.0% | +5.9% | -26.7% |
| YTD | -27.4% | -91.4% | +63.9% | -31.4% |
| All | -35.9% | -98.1% | +62.2% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling