+359.9%
CSCO vs FCUV
-98.6%
+458.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -1.1% | -72.0% | +70.9% | -0.9% |
| 30D | -10.8% | -8.0% | -2.8% | -10.9% |
| 3M | -9.2% | +66.3% | -75.5% | -10.2% |
| 6M | +39.5% | -75.3% | +114.8% | +38.4% |
| YTD | +41.5% | -83.0% | +124.5% | +40.4% |
| 1Y | +61.0% | -94.7% | +155.6% | +59.9% |
| 3Y | +105.2% | -99.3% | +204.5% | +103.7% |
| 5Y | +113.4% | -99.9% | +213.3% | +112.0% |
| All | +359.9% | -98.6% | +458.5% | +362.3% |
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