+368.8%
ORCL vs FCUV
-98.6%
+467.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.5% |
| 7D | +10.9% | -63.8% | +74.6% | +11.1% |
| 30D | +7.0% | -14.7% | +21.7% | +6.9% |
| 3M | -21.2% | +65.3% | -86.5% | -22.3% |
| 6M | +7.4% | -68.5% | +75.9% | +6.3% |
| YTD | -16.3% | -83.0% | +66.8% | -17.0% |
| 1Y | -32.3% | -94.4% | +62.1% | -32.7% |
| 3Y | +32.6% | -99.3% | +131.8% | +31.6% |
| 5Y | +93.1% | -99.9% | +193.0% | +92.1% |
| 10Y | +368.8% | -98.6% | +467.4% | +359.0% |
| All | +368.8% | -98.6% | +467.4% | +359.0% |
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