+16.5%
JD vs FCUV
-98.6%
+115.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | +0.1% |
| 7D | -4.2% | -66.5% | +62.2% | -3.9% |
| 30D | -14.4% | +5.0% | -19.4% | -14.7% |
| 3M | -3.6% | +63.8% | -67.4% | -6.0% |
| 6M | -0.3% | -67.8% | +67.5% | -2.2% |
| YTD | -2.4% | -82.4% | +80.1% | -3.9% |
| 1Y | -18.5% | -94.7% | +76.2% | -19.4% |
| 3Y | -7.0% | -99.3% | +92.2% | -8.2% |
| 5Y | -61.7% | -99.9% | +38.2% | -62.0% |
| All | +16.5% | -98.6% | +115.1% | +17.9% |
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