-12.9%
FIS vs FCUV
-87.2%
+74.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.7% | +12.7% | -0.9% |
| 7D | +1.1% | +62.8% | -61.7% | +1.0% |
| 30D | -2.2% | +66.5% | -68.7% | -2.3% |
| 3M | +2.1% | +459.9% | -457.8% | +1.2% |
| 6M | -14.7% | -12.4% | -2.3% | -15.1% |
| YTD | -35.7% | -47.5% | +11.8% | -35.9% |
| 1Y | -37.1% | -80.5% | +43.4% | -37.1% |
| 3Y | -20.0% | -97.6% | +77.6% | -20.2% |
| 5Y | -62.1% | -99.5% | +37.4% | -62.1% |
| 10Y | -37.4% | -95.8% | +58.4% | -37.6% |
| All | -12.9% | -87.2% | +74.3% | -12.2% |
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