-42.2%
FIS vs FCUV
-94.5%
+52.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.2% | -1.0% |
| 7D | -9.0% | -66.5% | +57.5% | -9.0% |
| 30D | -9.0% | +5.0% | -14.0% | -8.8% |
| 3M | -0.5% | +63.8% | -64.3% | +1.4% |
| 6M | -23.1% | -67.8% | +44.7% | -19.3% |
| YTD | -41.5% | -82.4% | +40.9% | -37.8% |
| 1Y | -42.2% | -94.7% | +52.6% | -37.8% |
| All | -42.2% | -94.5% | +52.3% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling