+101.7%
FICO vs FCUV
-99.5%
+201.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -13.7% | -3.0% | -16.7% |
| 7D | -19.2% | +62.8% | -82.0% | -19.2% |
| 30D | -14.6% | +66.5% | -81.1% | -14.7% |
| 3M | -20.1% | +459.9% | -480.0% | -20.6% |
| 6M | -36.3% | -12.4% | -24.0% | -35.6% |
| YTD | -44.9% | -47.5% | +2.7% | -43.9% |
| 1Y | -38.6% | -80.5% | +41.9% | -36.8% |
| 3Y | +4.0% | -97.6% | +101.6% | +12.2% |
| All | +101.7% | -99.5% | +201.2% | +134.9% |
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