+3.1%
FICO vs FCUV
-97.7%
+100.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -13.7% | -3.0% | -16.7% |
| 7D | -19.2% | +62.8% | -82.0% | -19.1% |
| 30D | -14.6% | +66.5% | -81.1% | -14.4% |
| 3M | -20.1% | +459.9% | -480.0% | -19.1% |
| 6M | -36.3% | -12.4% | -24.0% | -35.4% |
| YTD | -44.9% | -47.5% | +2.7% | -43.9% |
| 1Y | -38.6% | -80.5% | +41.9% | -37.4% |
| All | +3.1% | -97.7% | +100.8% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling