+72.2%
FDX vs FCUV
-94.0%
+166.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | -1.6% |
| 7D | -2.3% | -63.8% | +61.4% | -2.4% |
| 30D | -4.9% | -14.7% | +9.8% | -4.8% |
| 3M | -6.5% | +65.3% | -71.8% | -5.1% |
| 6M | +6.7% | -68.5% | +75.2% | +9.0% |
| YTD | +33.9% | -83.0% | +116.9% | +38.2% |
| 1Y | +72.2% | -94.4% | +166.6% | +78.6% |
| All | +72.2% | -94.0% | +166.2% | +78.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling