+36.3%
BABA vs FCUV
-99.6%
+135.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.1% | +1.3% |
| 7D | +11.6% | -13.0% | +24.6% | +11.7% |
| 30D | +2.3% | -36.9% | +39.2% | +2.6% |
| 3M | -13.7% | -65.3% | +51.6% | -13.5% |
| 6M | -21.9% | -32.9% | +11.0% | -24.3% |
| YTD | -24.6% | -91.2% | +66.6% | -26.3% |
| 1Y | -34.1% | -98.2% | +64.1% | -35.0% |
| 3Y | +36.3% | -99.6% | +135.8% | +17.3% |
| All | +36.3% | -99.6% | +135.9% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling