-28.3%
BABA vs FCUV
-99.9%
+71.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.1% | +1.3% |
| 7D | +11.6% | -13.0% | +24.6% | +11.8% |
| 30D | +2.3% | -36.9% | +39.2% | +2.9% |
| 3M | -13.7% | -65.3% | +51.6% | -13.3% |
| 6M | -21.9% | -32.9% | +11.0% | -25.9% |
| YTD | -24.6% | -91.2% | +66.6% | -25.4% |
| 1Y | -34.1% | -98.2% | +64.1% | -31.5% |
| 3Y | +36.3% | -99.6% | +135.8% | +48.2% |
| All | -28.3% | -99.9% | +71.6% | -17.2% |
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