+62.9%
KO vs FCUV
-99.2%
+162.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | -1.1% | -72.0% | +70.9% | -1.3% |
| 30D | +1.6% | -8.0% | +9.6% | +1.7% |
| 3M | +5.8% | +66.3% | -60.5% | +6.8% |
| 6M | +14.3% | -75.3% | +89.6% | +15.1% |
| YTD | +27.3% | -83.0% | +110.3% | +28.2% |
| 1Y | +33.2% | -94.7% | +127.8% | +33.7% |
| All | +62.9% | -99.2% | +162.2% | +66.5% |
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 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