-1.0%
ISRG vs FCUV
-99.9%
+98.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.0% | +7.9% | +0.9% |
| 7D | -5.0% | -63.8% | +58.7% | -4.7% |
| 30D | -10.2% | -14.7% | +4.5% | -10.3% |
| 3M | -17.2% | +65.3% | -82.5% | -19.1% |
| 6M | -28.4% | -68.5% | +40.1% | -28.7% |
| YTD | -37.6% | -83.0% | +45.4% | -37.2% |
| 1Y | -24.4% | -94.4% | +70.0% | -22.8% |
| 3Y | +18.4% | -99.3% | +117.7% | +24.8% |
| 5Y | -1.0% | -99.9% | +98.9% | +8.7% |
| All | -1.0% | -99.9% | +98.9% | +8.7% |
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 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