+33.3%
ORCL vs FCUV
-99.2%
+132.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -65.2% | +67.6% | +2.6% |
| 7D | +15.0% | -47.9% | +62.9% | +15.1% |
| 30D | +10.5% | +13.7% | -3.1% | +10.2% |
| 3M | -23.0% | +97.0% | -120.0% | -24.7% |
| 6M | +7.0% | -66.1% | +73.1% | +6.4% |
| YTD | -15.8% | -81.8% | +65.9% | -15.6% |
| 1Y | -31.1% | -93.3% | +62.2% | -30.3% |
| 3Y | +33.3% | -99.2% | +132.5% | +34.5% |
| All | +33.3% | -99.2% | +132.5% | +34.5% |
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