-58.5%
FICO vs FCUV
-95.0%
+36.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +136.0% | -135.6% | +0.6% |
| 7D | +2.2% | +148.8% | -146.6% | +2.4% |
| 30D | +0.1% | +95.0% | -95.0% | +0.2% |
| 3M | -35.2% | +27.8% | -63.0% | -35.0% |
| 6M | -32.4% | +121.0% | -153.3% | -31.5% |
| YTD | -57.4% | -78.1% | +20.7% | -56.2% |
| 1Y | -58.5% | -94.3% | +35.7% | -55.8% |
| All | -58.5% | -95.0% | +36.5% | -55.8% |
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