+152.5%
JPM vs FCUV
-99.8%
+252.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.7% |
| 7D | -0.7% | -66.5% | +65.8% | -0.3% |
| 30D | -2.5% | +5.0% | -7.4% | -2.8% |
| 3M | +14.1% | +63.8% | -49.6% | +11.4% |
| 6M | +25.1% | -67.8% | +92.9% | +24.6% |
| YTD | +12.1% | -82.4% | +94.5% | +12.6% |
| 1Y | +18.8% | -94.7% | +113.6% | +21.3% |
| 3Y | +163.4% | -99.3% | +262.7% | +173.3% |
| All | +152.5% | -99.8% | +252.4% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling