+162.8%
FTNT vs FCUV
-99.8%
+262.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.0% | -1.8% |
| 7D | -0.1% | -66.5% | +66.3% | +0.8% |
| 30D | -3.0% | +5.0% | -7.9% | -3.9% |
| 3M | +7.6% | +63.8% | -56.2% | +0.2% |
| 6M | +87.0% | -67.8% | +154.8% | +79.8% |
| YTD | +96.5% | -82.4% | +178.9% | +91.7% |
| 1Y | +92.9% | -94.7% | +187.7% | +94.1% |
| 3Y | +139.8% | -99.3% | +239.1% | +152.4% |
| All | +162.8% | -99.8% | +262.7% | +192.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling