+150.1%
IBM vs FCUV
-99.7%
+249.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +136.0% | -135.0% | +0.3% |
| 7D | +1.6% | +148.8% | -147.2% | +0.8% |
| 30D | +9.2% | +95.0% | -85.8% | +8.5% |
| 3M | +4.9% | +27.8% | -22.9% | +4.2% |
| 6M | +16.8% | +121.0% | -104.2% | +13.1% |
| YTD | -14.3% | -78.1% | +63.9% | -15.2% |
| 1Y | -16.7% | -94.3% | +77.5% | -16.6% |
| 3Y | +82.2% | -98.9% | +181.1% | +84.1% |
| All | +150.1% | -99.7% | +249.8% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling