+54.4%
PYPL vs FCUV
-98.2%
+152.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +136.0% | -134.3% | +1.2% |
| 7D | +0.1% | +148.8% | -148.7% | -0.4% |
| 30D | +5.7% | +95.0% | -89.4% | +5.2% |
| 3M | -1.9% | +27.8% | -29.7% | -2.3% |
| 6M | +31.8% | +121.0% | -89.2% | +29.5% |
| YTD | +2.4% | -78.1% | +80.6% | +1.5% |
| 1Y | -8.2% | -94.3% | +86.0% | -8.6% |
| 3Y | +10.2% | -98.9% | +109.1% | +9.5% |
| 5Y | -71.2% | -99.7% | +28.5% | -71.3% |
| All | +54.4% | -98.2% | +152.7% | +51.6% |
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