-2.5%
IBM vs FCUV
-81.1%
+78.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.7% | +0.1% |
| 7D | -0.3% | +62.8% | -63.1% | -0.6% |
| 30D | +0.3% | +66.5% | -66.2% | -0.1% |
| 3M | -21.6% | +459.9% | -481.6% | -24.1% |
| 6M | -4.7% | -12.4% | +7.7% | -3.2% |
| YTD | -19.1% | -47.5% | +28.4% | -15.9% |
| 1Y | -2.5% | -80.5% | +78.0% | +9.7% |
| All | -2.5% | -81.1% | +78.6% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling