-29.9%
BABA vs FCUV
-99.8%
+70.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -65.2% | +64.7% | +0.4% |
| 7D | -0.2% | -47.9% | +47.8% | 0.0% |
| 30D | -12.3% | +13.7% | -25.9% | -13.2% |
| 3M | -5.3% | +97.0% | -102.3% | -11.9% |
| 6M | -13.1% | -66.1% | +53.0% | -16.2% |
| YTD | -22.4% | -81.8% | +59.3% | -23.9% |
| 1Y | -19.5% | -93.3% | +73.8% | -19.2% |
| 3Y | +32.9% | -99.2% | +132.2% | +43.1% |
| 5Y | -29.9% | -99.9% | +70.0% | -14.5% |
| All | -29.9% | -99.8% | +70.0% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling