-13.3%
IBM vs FCUV
-98.1%
+84.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.5% | +9.2% | +1.7% |
| 7D | +0.4% | -8.6% | +9.0% | +0.5% |
| 30D | +14.8% | -25.9% | +40.7% | +14.9% |
| 3M | +8.9% | -69.8% | +78.7% | +9.2% |
| 6M | +12.4% | -31.6% | +44.1% | +10.8% |
| YTD | -12.4% | -90.1% | +77.7% | -9.5% |
| 1Y | -13.3% | -98.0% | +84.7% | +1.0% |
| All | -13.3% | -98.1% | +84.8% | +1.0% |
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 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