-6.9%
IDXX vs FCUV
-98.2%
+91.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.4% | +4.5% | -4.0% |
| 7D | +16.4% | -14.0% | +30.4% | +16.5% |
| 30D | +30.1% | -31.2% | +61.4% | +30.2% |
| 3M | +14.7% | -71.3% | +86.0% | +14.7% |
| 6M | +19.1% | -36.9% | +56.0% | +19.3% |
| YTD | -0.9% | -91.0% | +90.1% | +0.3% |
| 1Y | -6.9% | -98.2% | +91.3% | +3.1% |
| All | -6.9% | -98.2% | +91.3% | +3.1% |
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