-16.7%
IBM vs FCUV
-95.0%
+78.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +136.0% | -135.0% | +0.4% |
| 7D | +1.6% | +148.8% | -147.2% | +0.9% |
| 30D | +9.2% | +95.0% | -85.8% | +8.6% |
| 3M | +4.9% | +27.8% | -22.9% | +4.3% |
| 6M | +16.8% | +121.0% | -104.2% | +13.3% |
| YTD | -14.3% | -78.1% | +63.9% | -12.8% |
| 1Y | -16.7% | -94.3% | +77.5% | -11.0% |
| All | -16.7% | -95.0% | +78.3% | -11.0% |
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