+29.0%
JD vs FCUV
-87.2%
+116.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -13.7% | +15.5% | +1.9% |
| 7D | -1.7% | +62.8% | -64.5% | -2.0% |
| 30D | -13.2% | +66.5% | -79.7% | -13.5% |
| 3M | -3.2% | +459.9% | -463.1% | -6.2% |
| 6M | +15.2% | -12.4% | +27.6% | +12.5% |
| YTD | +2.0% | -47.5% | +49.5% | -0.2% |
| 1Y | -5.4% | -80.5% | +75.1% | -6.9% |
| 3Y | -9.1% | -97.6% | +88.5% | -10.7% |
| 5Y | -59.6% | -99.5% | +39.9% | -60.1% |
| 10Y | +26.2% | -95.8% | +122.0% | +21.7% |
| All | +29.0% | -87.2% | +116.3% | +20.9% |
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 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