+626.6%
FICO vs FCUV
-98.5%
+725.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -65.2% | +65.3% | +0.2% |
| 7D | -15.4% | -47.9% | +32.5% | -15.4% |
| 30D | -10.4% | +13.7% | -24.0% | -10.5% |
| 3M | -22.7% | +97.0% | -119.7% | -23.3% |
| 6M | -36.8% | -66.1% | +29.3% | -37.1% |
| YTD | -44.8% | -81.8% | +37.0% | -45.0% |
| 1Y | -39.3% | -93.3% | +54.0% | -39.4% |
| 3Y | +3.7% | -99.2% | +102.9% | +3.8% |
| 5Y | +101.7% | -99.9% | +201.6% | +102.4% |
| All | +626.6% | -98.5% | +725.1% | +615.1% |
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