+141.1%
IBM vs FCUV
-87.2%
+228.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.7% | +0.2% |
| 7D | -0.3% | +62.8% | -63.1% | -0.7% |
| 30D | +0.3% | +66.5% | -66.2% | -0.2% |
| 3M | -21.6% | +459.9% | -481.6% | -24.3% |
| 6M | -4.7% | -12.4% | +7.7% | -7.2% |
| YTD | -19.1% | -47.5% | +28.4% | -21.0% |
| 1Y | -2.5% | -80.5% | +78.0% | -4.3% |
| 3Y | +74.2% | -97.6% | +171.8% | +70.7% |
| 5Y | +113.1% | -99.5% | +212.7% | +110.1% |
| 10Y | +133.5% | -95.8% | +229.3% | +109.9% |
| All | +141.1% | -87.2% | +228.4% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling