-9.2%
FSLY vs FCUV
+134.1%
-143.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +136.0% | -139.3% | -4.4% |
| 7D | +4.9% | +148.8% | -143.9% | +3.7% |
| 30D | -33.5% | +95.0% | -128.6% | -34.1% |
| 3M | -44.6% | +27.8% | -72.4% | -45.3% |
| 6M | -9.2% | +121.0% | -130.2% | -10.7% |
| All | -9.2% | +134.1% | -143.4% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling