+161.4%
JPM vs FCUV
-99.2%
+260.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -2.3% | -72.0% | +69.6% | -2.0% |
| 30D | -2.3% | -8.0% | +5.7% | -2.5% |
| 3M | +14.9% | +66.3% | -51.4% | +13.0% |
| 6M | +23.6% | -75.3% | +98.9% | +24.0% |
| YTD | +11.3% | -83.0% | +94.2% | +11.9% |
| 1Y | +19.9% | -94.7% | +114.5% | +21.9% |
| All | +161.4% | -99.2% | +260.7% | +165.3% |
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 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