+755.6%
GOOGL vs FCUV
-98.6%
+854.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.8% |
| 7D | 0.0% | -66.5% | +66.5% | +0.4% |
| 30D | -1.4% | +5.0% | -6.4% | -1.7% |
| 3M | -5.3% | +63.8% | -69.1% | -7.9% |
| 6M | +9.8% | -67.8% | +77.6% | +7.3% |
| YTD | +8.4% | -82.4% | +90.8% | +6.0% |
| 1Y | +41.2% | -94.7% | +135.9% | +38.6% |
| 3Y | +149.6% | -99.3% | +248.8% | +144.7% |
| 5Y | +142.6% | -99.9% | +242.4% | +138.2% |
| All | +755.6% | -98.6% | +854.1% | +728.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling