+6.1%
CMCSA vs FCUV
-98.6%
+104.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | +0.1% |
| 7D | -4.9% | -66.5% | +61.6% | -4.8% |
| 30D | -1.1% | +5.0% | -6.0% | -1.1% |
| 3M | +6.6% | +63.8% | -57.2% | +5.7% |
| 6M | -15.5% | -67.8% | +52.4% | -16.0% |
| YTD | -6.7% | -82.4% | +75.7% | -7.2% |
| 1Y | -15.6% | -94.7% | +79.1% | -16.0% |
| 3Y | -33.7% | -99.3% | +65.6% | -34.0% |
| 5Y | -46.6% | -99.9% | +53.2% | -46.9% |
| All | +6.1% | -98.6% | +104.7% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling