+40.1%
PYPL vs FCUV
-98.6%
+138.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.8% |
| 7D | -2.3% | -66.5% | +64.2% | -2.0% |
| 30D | -9.0% | +5.0% | -14.0% | -9.2% |
| 3M | +30.6% | +63.8% | -33.2% | +28.7% |
| 6M | +18.6% | -67.8% | +86.4% | +17.5% |
| YTD | -7.2% | -82.4% | +75.2% | -7.8% |
| 1Y | -19.3% | -94.7% | +75.5% | -19.4% |
| 3Y | -12.3% | -99.3% | +87.0% | -12.6% |
| 5Y | -80.9% | -99.9% | +19.0% | -80.9% |
| All | +40.1% | -98.6% | +138.7% | +37.7% |
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