-9.7%
JD vs FCUV
-98.1%
+88.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.5% | +10.6% | +3.1% |
| 7D | +9.0% | -8.6% | +17.5% | +9.0% |
| 30D | +5.2% | -25.9% | +31.1% | +5.2% |
| 3M | -15.9% | -69.8% | +53.9% | -15.8% |
| 6M | -7.7% | -31.6% | +23.9% | -8.7% |
| YTD | +0.1% | -90.1% | +90.2% | -2.8% |
| 1Y | -9.7% | -98.0% | +88.2% | -11.7% |
| All | -9.7% | -98.1% | +88.4% | -11.7% |
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 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