-36.3%
FICO vs FCUV
-10.7%
-25.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -13.7% | -3.0% | -16.7% |
| 7D | -19.2% | +62.8% | -82.0% | -19.0% |
| 30D | -14.6% | +66.5% | -81.1% | -14.3% |
| 3M | -20.1% | +459.9% | -480.0% | -18.9% |
| 6M | -36.3% | -12.4% | -24.0% | -39.7% |
| All | -36.3% | -10.7% | -25.6% | -39.7% |
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