+76.9%
FICO vs FCUV
-99.9%
+176.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.4% |
| 7D | -0.9% | -13.0% | +12.0% | -0.9% |
| 30D | +3.3% | -36.9% | +40.2% | +3.4% |
| 3M | -31.7% | -65.3% | +33.6% | -31.6% |
| 6M | -34.0% | -32.9% | -1.1% | -33.9% |
| YTD | -58.3% | -91.2% | +32.9% | -57.4% |
| 1Y | -57.9% | -98.2% | +40.3% | -56.0% |
| 3Y | -24.1% | -99.6% | +75.5% | -17.4% |
| All | +76.9% | -99.9% | +176.8% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling