-38.8%
FIS vs FCUV
-98.9%
+60.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +136.0% | -131.8% | +3.8% |
| 7D | +2.8% | +148.8% | -146.0% | +2.5% |
| 30D | -16.7% | +95.0% | -111.8% | -17.0% |
| 3M | -32.3% | +27.8% | -60.1% | -32.4% |
| 6M | -29.1% | +121.0% | -150.0% | -28.8% |
| YTD | -54.1% | -78.1% | +24.0% | -53.0% |
| 1Y | -53.7% | -94.3% | +40.5% | -52.1% |
| 3Y | -38.8% | -98.9% | +60.1% | -37.3% |
| All | -38.8% | -98.9% | +60.1% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling