-29.5%
TEVA vs FCUV
-95.7%
+66.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.2% | +2.0% |
| 7D | +2.0% | -66.5% | +68.5% | +2.0% |
| 30D | +1.0% | +5.0% | -4.0% | +1.0% |
| 3M | +7.3% | +63.8% | -56.5% | +7.4% |
| 6M | +21.7% | -67.8% | +89.6% | +21.9% |
| YTD | +18.8% | -82.4% | +101.2% | +19.0% |
| 1Y | +86.5% | -94.7% | +181.2% | +86.9% |
| 3Y | +269.4% | -99.3% | +368.7% | +270.3% |
| 5Y | +303.6% | -99.9% | +403.4% | +304.4% |
| 10Y | -22.9% | -98.6% | +75.6% | -19.9% |
| All | -29.5% | -95.7% | +66.2% | -26.5% |
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 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