+538.9%
FICO vs FCUV
-99.3%
+638.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.6% |
| 7D | +1.4% | +2.4% | -1.0% | +1.4% |
| 30D | -0.8% | -25.9% | +25.1% | -0.7% |
| 3M | -31.3% | -44.8% | +13.5% | -31.3% |
| 6M | -33.9% | -3.5% | -30.5% | -34.4% |
| YTD | -57.6% | -90.7% | +33.2% | -57.6% |
| 1Y | -59.7% | -97.9% | +38.2% | -59.5% |
| 3Y | -28.0% | -99.5% | +71.5% | -27.9% |
| 5Y | +91.0% | -99.9% | +190.8% | +91.7% |
| All | +538.9% | -99.3% | +638.1% | +531.5% |
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