+244.0%
EQIX vs FCUV
-98.6%
+342.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +1.4% |
| 7D | +0.2% | -66.5% | +66.6% | +0.3% |
| 30D | -2.5% | +5.0% | -7.5% | -2.6% |
| 3M | 0.0% | +63.8% | -63.8% | -1.3% |
| 6M | +7.6% | -67.8% | +75.5% | +6.9% |
| YTD | +37.5% | -82.4% | +119.9% | +36.8% |
| 1Y | +32.9% | -94.7% | +127.7% | +32.9% |
| 3Y | +42.8% | -99.3% | +142.0% | +42.5% |
| 5Y | +35.8% | -99.9% | +135.7% | +36.1% |
| All | +244.0% | -98.6% | +342.5% | +232.7% |
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