+211.2%
GE vs FCUV
-95.6%
+306.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -65.2% | +64.6% | -0.6% |
| 7D | +1.2% | -47.9% | +49.1% | +1.2% |
| 30D | -9.5% | +13.7% | -23.2% | -9.5% |
| 3M | +4.1% | +97.0% | -92.9% | +3.8% |
| 6M | +3.9% | -66.1% | +70.0% | +3.6% |
| YTD | +9.0% | -81.8% | +90.8% | +8.7% |
| 1Y | +21.9% | -93.3% | +115.2% | +21.5% |
| 3Y | +281.8% | -99.2% | +381.0% | +280.3% |
| 5Y | +436.7% | -99.9% | +536.6% | +434.1% |
| 10Y | +151.5% | -98.5% | +250.1% | +155.5% |
| All | +211.2% | -95.6% | +306.8% | +220.2% |
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