+416.3%
CSCO vs FCUV
-94.7%
+511.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +136.0% | -142.2% | -6.4% |
| 7D | +1.9% | +148.8% | -146.9% | +1.8% |
| 30D | -15.8% | +95.0% | -110.9% | -15.9% |
| 3M | -15.4% | +27.8% | -43.2% | -15.5% |
| 6M | -5.4% | +121.0% | -126.4% | -6.1% |
| YTD | +26.5% | -78.1% | +104.6% | +25.7% |
| 1Y | +25.9% | -94.3% | +120.1% | +25.2% |
| 3Y | +97.5% | -98.9% | +196.5% | +96.3% |
| 5Y | +93.0% | -99.7% | +192.7% | +91.9% |
| 10Y | +308.6% | -98.2% | +406.8% | +314.1% |
| All | +416.3% | -94.7% | +511.0% | +433.9% |
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 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