+72.3%
MSFT vs FCUV
-99.9%
+172.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.6% | -0.4% |
| 7D | -1.0% | -63.8% | +62.7% | -0.4% |
| 30D | -2.7% | -14.7% | +12.0% | -3.1% |
| 3M | +22.1% | +65.3% | -43.2% | +15.4% |
| 6M | +20.6% | -68.5% | +89.1% | +17.2% |
| YTD | +2.3% | -83.0% | +85.3% | +0.9% |
| 1Y | -0.5% | -94.4% | +93.9% | +0.4% |
| 3Y | +50.5% | -99.3% | +149.8% | +58.0% |
| 5Y | +72.3% | -99.9% | +172.2% | +91.4% |
| All | +72.3% | -99.9% | +172.2% | +91.4% |
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 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