+5.3%
BABA vs FCUV
-87.2%
+92.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -13.7% | +14.9% | +1.4% |
| 7D | -4.8% | +62.8% | -67.6% | -5.1% |
| 30D | -11.9% | +66.5% | -78.4% | -12.4% |
| 3M | -9.3% | +459.9% | -469.2% | -12.5% |
| 6M | -14.2% | -12.4% | -1.9% | -16.7% |
| YTD | -22.0% | -47.5% | +25.5% | -24.1% |
| 1Y | -12.7% | -80.5% | +67.8% | -14.7% |
| 3Y | +26.7% | -97.6% | +124.3% | +23.7% |
| 5Y | -29.3% | -99.5% | +70.2% | -30.6% |
| 10Y | +21.2% | -95.8% | +117.0% | +17.0% |
| All | +5.3% | -87.2% | +92.6% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling