+246.0%
ORCL vs FCUV
-99.3%
+345.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.2% | -1.5% |
| 7D | -6.5% | -15.3% | +8.8% | -6.5% |
| 30D | -16.6% | -29.7% | +13.2% | -16.5% |
| 3M | -21.6% | -54.5% | +32.9% | -21.6% |
| 6M | -39.4% | -26.7% | -12.6% | -40.1% |
| YTD | -38.7% | -91.0% | +52.3% | -39.1% |
| 1Y | -50.4% | -98.0% | +47.7% | -50.5% |
| 3Y | +8.1% | -99.5% | +107.6% | +7.5% |
| 5Y | +34.5% | -99.9% | +134.4% | +34.0% |
| 10Y | +246.0% | -99.3% | +345.3% | +239.6% |
| All | +246.0% | -99.3% | +345.3% | +239.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling