+197.1%
MO vs FCUV
-95.9%
+292.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | -1.0% | -72.0% | +71.0% | -0.9% |
| 30D | +5.8% | -8.0% | +13.8% | +5.8% |
| 3M | -4.5% | +66.3% | -70.8% | -4.9% |
| 6M | +5.7% | -75.3% | +81.0% | +5.4% |
| YTD | +23.1% | -83.0% | +106.1% | +22.7% |
| 1Y | +10.9% | -94.7% | +105.6% | +10.6% |
| 3Y | +96.1% | -99.3% | +195.4% | +95.5% |
| 5Y | +100.1% | -99.9% | +199.9% | +99.5% |
| 10Y | +114.0% | -98.6% | +212.6% | +115.7% |
| All | +197.1% | -95.9% | +292.9% | +204.1% |
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