-4.5%
BABA vs FCUV
-97.8%
+93.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.6% | -7.2% | -2.6% |
| 7D | +2.4% | -15.3% | +17.7% | +2.5% |
| 30D | -7.8% | -29.7% | +22.0% | -7.6% |
| 3M | -22.4% | -54.5% | +32.1% | -22.3% |
| 6M | -26.0% | -26.7% | +0.8% | -27.9% |
| YTD | -29.3% | -91.0% | +61.7% | -30.5% |
| 1Y | -37.5% | -98.0% | +60.5% | -38.2% |
| 3Y | +31.9% | -99.5% | +131.5% | +29.9% |
| 5Y | -33.4% | -99.9% | +66.4% | -34.1% |
| 10Y | +15.7% | -99.3% | +115.0% | +12.6% |
| All | -4.5% | -97.8% | +93.3% | -6.5% |
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 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