+1,165.8%
GOOG vs FCUV
-95.7%
+1,261.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.7% | +1.5% |
| 7D | 0.0% | -66.5% | +66.5% | +0.4% |
| 30D | -2.0% | +5.0% | -6.9% | -2.3% |
| 3M | -5.9% | +63.8% | -69.7% | -8.4% |
| 6M | +8.9% | -67.8% | +76.7% | +6.4% |
| YTD | +7.1% | -82.4% | +89.5% | +4.8% |
| 1Y | +39.7% | -94.7% | +134.4% | +37.2% |
| 3Y | +145.8% | -99.3% | +245.1% | +141.2% |
| 5Y | +138.6% | -99.9% | +238.5% | +134.6% |
| 10Y | +791.5% | -98.6% | +890.1% | +764.7% |
| All | +1,165.8% | -95.7% | +1,261.5% | +1,099.0% |
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