+78.9%
INFY vs FCUV
-98.6%
+177.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.5% |
| 7D | -5.4% | -66.5% | +61.1% | -5.2% |
| 30D | -9.9% | +5.0% | -14.8% | -9.9% |
| 3M | -4.6% | +63.8% | -68.4% | -5.4% |
| 6M | -18.5% | -67.8% | +49.4% | -19.0% |
| YTD | -36.5% | -82.4% | +45.9% | -36.9% |
| 1Y | -32.8% | -94.7% | +62.0% | -33.0% |
| 3Y | -32.2% | -99.3% | +67.1% | -32.5% |
| 5Y | -44.7% | -99.9% | +55.2% | -44.9% |
| All | +78.9% | -98.6% | +177.4% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling