+208.8%
GE vs FCUV
-94.7%
+303.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +136.0% | -135.7% | +0.2% |
| 7D | +2.7% | +148.8% | -146.1% | +2.6% |
| 30D | +8.1% | +95.0% | -87.0% | +8.0% |
| 3M | -7.9% | +27.8% | -35.7% | -7.9% |
| 6M | +12.9% | +121.0% | -108.1% | +12.5% |
| YTD | +8.2% | -78.1% | +86.3% | +7.8% |
| 1Y | +9.7% | -94.3% | +103.9% | +9.2% |
| 3Y | +266.1% | -98.9% | +365.0% | +264.5% |
| 5Y | +407.4% | -99.7% | +507.1% | +405.1% |
| 10Y | +150.3% | -98.2% | +248.5% | +154.1% |
| All | +208.8% | -94.7% | +303.5% | +217.6% |
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