-10.4%
FSLY vs FCUV
-99.6%
+89.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -65.2% | +69.6% | +5.5% |
| 7D | +3.5% | -47.9% | +51.4% | +3.7% |
| 30D | -6.4% | +13.7% | -20.1% | -7.7% |
| 3M | +10.9% | +97.0% | -86.1% | +1.1% |
| 6M | +6.7% | -66.1% | +72.8% | +0.5% |
| YTD | +111.1% | -81.8% | +192.9% | +102.0% |
| 1Y | +185.8% | -93.3% | +279.1% | +179.8% |
| 3Y | -6.6% | -99.2% | +92.6% | -8.0% |
| 5Y | -52.4% | -99.9% | +47.5% | -51.8% |
| All | -10.4% | -99.6% | +89.2% | -8.3% |
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