-74.7%
GRAB vs FCUV
-99.3%
+24.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -12.0% | -72.0% | +60.0% | -11.3% |
| 30D | -19.5% | -8.0% | -11.5% | -19.8% |
| 3M | -8.0% | +66.3% | -74.2% | -11.7% |
| 6M | -22.2% | -75.3% | +53.1% | -23.9% |
| YTD | -39.7% | -83.0% | +43.3% | -40.8% |
| 1Y | -43.2% | -94.7% | +51.4% | -43.6% |
| 3Y | -19.1% | -99.3% | +80.2% | -19.5% |
| 5Y | -72.0% | -99.9% | +27.9% | -71.8% |
| All | -74.7% | -99.3% | +24.6% | -72.2% |
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