+17.1%
JD vs FCUV
-99.5%
+116.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | -4.0% | +2.4% | -6.4% | -4.0% |
| 30D | +2.7% | -25.9% | +28.6% | +2.7% |
| 3M | -13.0% | -44.8% | +31.7% | -13.0% |
| 6M | -12.7% | -3.5% | -9.2% | -13.9% |
| YTD | -0.8% | -90.7% | +89.9% | -0.9% |
| 1Y | -8.9% | -97.9% | +89.0% | -7.5% |
| All | +17.1% | -99.5% | +116.6% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling