+359.4%
ORCL vs FCUV
-87.2%
+446.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -13.7% | +16.7% | +3.1% |
| 7D | +5.3% | +62.8% | -57.6% | +5.1% |
| 30D | +10.0% | +66.5% | -56.5% | +9.8% |
| 3M | -32.6% | +459.9% | -492.5% | -33.4% |
| 6M | +4.9% | -12.4% | +17.3% | +4.0% |
| YTD | -17.8% | -47.5% | +29.8% | -18.4% |
| 1Y | -28.0% | -80.5% | +52.5% | -28.5% |
| 3Y | +36.0% | -97.6% | +133.7% | +35.1% |
| 5Y | +88.7% | -99.5% | +188.3% | +87.6% |
| 10Y | +346.9% | -95.8% | +442.7% | +347.0% |
| All | +359.4% | -87.2% | +446.7% | +368.3% |
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