+699.3%
JPM vs FCUV
-95.6%
+794.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -65.2% | +63.8% | -1.3% |
| 7D | -0.4% | -47.9% | +47.5% | -0.4% |
| 30D | -1.1% | +13.7% | -14.8% | -1.2% |
| 3M | +14.1% | +97.0% | -82.9% | +13.5% |
| 6M | +23.3% | -66.1% | +89.4% | +22.8% |
| YTD | +11.3% | -81.8% | +93.0% | +10.8% |
| 1Y | +23.0% | -93.3% | +116.3% | +22.6% |
| 3Y | +162.6% | -99.2% | +261.8% | +161.7% |
| 5Y | +152.8% | -99.9% | +252.6% | +151.9% |
| 10Y | +583.6% | -98.5% | +682.2% | +588.4% |
| All | +699.3% | -95.6% | +794.9% | +718.4% |
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