+77.4%
IBM vs FCUV
-99.2%
+176.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.0% | +10.4% | +3.4% |
| 7D | +3.6% | -63.8% | +67.3% | +3.8% |
| 30D | +1.5% | -14.7% | +16.2% | +1.4% |
| 3M | -12.9% | +65.3% | -78.2% | -14.8% |
| 6M | -3.9% | -68.5% | +64.6% | -5.0% |
| YTD | -17.3% | -83.0% | +65.7% | -17.9% |
| 1Y | -5.0% | -94.4% | +89.4% | -4.9% |
| All | +77.4% | -99.2% | +176.6% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling