-1.3%
FSLY vs FCUV
-99.2%
+97.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.9% |
| 7D | +12.5% | -66.5% | +79.0% | +13.5% |
| 30D | -18.8% | +5.0% | -23.8% | -19.7% |
| 3M | +22.7% | +63.8% | -41.1% | +15.1% |
| 6M | -3.7% | -67.8% | +64.1% | -6.6% |
| YTD | +127.5% | -82.4% | +209.9% | +124.6% |
| 1Y | +193.5% | -94.7% | +288.3% | +201.2% |
| 3Y | -1.3% | -99.3% | +97.9% | +15.4% |
| All | -1.3% | -99.2% | +97.9% | +15.4% |
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 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