+155.5%
IBM vs FCUV
-94.7%
+250.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +136.0% | -135.0% | +0.2% |
| 7D | +1.6% | +148.8% | -147.2% | +0.7% |
| 30D | +9.2% | +95.0% | -85.8% | +8.4% |
| 3M | +4.9% | +27.8% | -22.9% | +4.1% |
| 6M | +16.8% | +121.0% | -104.2% | +12.7% |
| YTD | -14.3% | -78.1% | +63.9% | -16.3% |
| 1Y | -16.7% | -94.3% | +77.5% | -18.1% |
| 3Y | +82.2% | -98.9% | +181.1% | +78.5% |
| 5Y | +149.9% | -99.7% | +249.6% | +145.7% |
| 10Y | +142.6% | -98.2% | +240.8% | +117.9% |
| All | +155.5% | -94.7% | +250.1% | +132.6% |
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