+914.2%
FICO vs FCUV
-97.9%
+1,012.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.7% |
| 7D | -0.1% | -15.4% | +15.3% | 0.0% |
| 30D | +8.4% | -32.9% | +41.3% | +8.5% |
| 3M | -30.5% | -46.2% | +15.7% | -30.5% |
| 6M | -35.7% | -30.0% | -5.7% | -36.1% |
| YTD | -57.2% | -91.4% | +34.2% | -57.2% |
| 1Y | -58.4% | -98.1% | +39.7% | -58.3% |
| 3Y | -24.8% | -99.6% | +74.8% | -24.7% |
| 5Y | +79.3% | -99.9% | +179.1% | +79.8% |
| 10Y | +531.6% | -99.3% | +630.9% | +533.3% |
| All | +914.2% | -97.9% | +1,012.1% | +925.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling