-26.5%
FIS vs FCUV
-99.2%
+72.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.0% | +3.6% | -3.4% |
| 7D | -9.1% | -63.8% | +54.7% | -9.0% |
| 30D | -10.4% | -14.7% | +4.2% | -10.3% |
| 3M | -3.7% | +65.3% | -69.0% | -3.0% |
| 6M | -24.8% | -68.5% | +43.7% | -23.2% |
| YTD | -41.6% | -83.0% | +41.5% | -40.0% |
| 1Y | -42.7% | -94.4% | +51.7% | -40.7% |
| All | -26.5% | -99.2% | +72.8% | -23.1% |
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