+51.4%
PYPL vs FCUV
-97.9%
+149.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -13.7% | +10.6% | -3.0% |
| 7D | +2.7% | +62.8% | -60.2% | +2.5% |
| 30D | -4.9% | +66.5% | -71.4% | -5.1% |
| 3M | +28.9% | +459.9% | -431.1% | +26.8% |
| 6M | +18.2% | -12.4% | +30.6% | +17.0% |
| YTD | -5.0% | -47.5% | +42.5% | -5.9% |
| 1Y | -18.8% | -80.5% | +61.7% | -19.3% |
| 3Y | -12.6% | -97.6% | +85.1% | -13.1% |
| 5Y | -80.8% | -99.5% | +18.8% | -80.8% |
| 10Y | +49.9% | -95.8% | +145.7% | +44.8% |
| All | +51.4% | -97.9% | +149.3% | +52.4% |
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