-23.0%
IDXX vs FCUV
-99.8%
+76.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -0.4% |
| 7D | -5.7% | -66.5% | +60.7% | -5.4% |
| 30D | -11.5% | +5.0% | -16.5% | -11.8% |
| 3M | -9.5% | +63.8% | -73.3% | -11.4% |
| 6M | -16.0% | -67.8% | +51.9% | -16.1% |
| YTD | -25.4% | -82.4% | +57.0% | -24.9% |
| 1Y | -21.8% | -94.7% | +73.0% | -19.7% |
| 3Y | +7.0% | -99.3% | +106.3% | +13.5% |
| All | -23.0% | -99.8% | +76.9% | -14.1% |
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 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