+134.5%
IBM vs FCUV
-98.6%
+233.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.5% |
| 7D | -0.3% | -72.0% | +71.7% | +0.4% |
| 30D | -1.8% | -8.0% | +6.2% | -2.2% |
| 3M | -13.5% | +66.3% | -79.7% | -16.7% |
| 6M | -5.1% | -75.3% | +70.2% | -7.5% |
| YTD | -19.4% | -83.0% | +63.6% | -21.2% |
| 1Y | -6.5% | -94.7% | +88.1% | -8.0% |
| 3Y | +73.8% | -99.3% | +173.1% | +70.7% |
| 5Y | +116.3% | -99.9% | +216.2% | +114.0% |
| All | +134.5% | -98.6% | +233.1% | +102.0% |
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 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