+1,543.2%
JBL vs FCUV
-95.9%
+1,639.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | -0.3% |
| 7D | +4.0% | -63.8% | +67.8% | +4.3% |
| 30D | -7.5% | -14.7% | +7.2% | -7.7% |
| 3M | -14.1% | +65.3% | -79.4% | -16.0% |
| 6M | +25.9% | -68.5% | +94.4% | +23.6% |
| YTD | +36.7% | -83.0% | +119.7% | +34.5% |
| 1Y | +49.0% | -94.4% | +143.4% | +47.3% |
| 3Y | +191.8% | -99.3% | +291.0% | +188.2% |
| 5Y | +409.8% | -99.9% | +509.6% | +404.7% |
| 10Y | +1,509.2% | -98.6% | +1,607.9% | +1,443.6% |
| All | +1,543.2% | -95.9% | +1,639.1% | +1,468.3% |
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