+39.2%
FISV vs FCUV
-95.9%
+135.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -7.2% | -72.0% | +64.8% | -7.1% |
| 30D | -7.2% | -8.0% | +0.8% | -7.2% |
| 3M | -8.2% | +66.3% | -74.4% | -8.7% |
| 6M | -17.7% | -75.3% | +57.6% | -18.0% |
| YTD | -27.2% | -83.0% | +55.8% | -27.4% |
| 1Y | -63.0% | -94.7% | +31.7% | -63.1% |
| 3Y | -59.8% | -99.3% | +39.5% | -59.9% |
| 5Y | -55.8% | -99.9% | +44.1% | -55.9% |
| 10Y | -2.4% | -98.6% | +96.2% | -2.2% |
| All | +39.2% | -95.9% | +135.0% | +41.4% |
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