-33.7%
FICO vs FCUV
-28.6%
-5.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.7% |
| 7D | -0.1% | -15.4% | +15.3% | -0.1% |
| 30D | +8.4% | -32.9% | +41.3% | +8.4% |
| 3M | -30.5% | -46.2% | +15.7% | -30.3% |
| All | -33.7% | -28.6% | -5.2% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling