+64.3%
TWLO vs FCUV
-98.1%
+162.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | -0.1% |
| 7D | -15.9% | -8.6% | -7.3% | -15.8% |
| 30D | -29.0% | -25.9% | -3.1% | -28.9% |
| 3M | +10.0% | -69.8% | +79.8% | +10.4% |
| 6M | +12.6% | -31.6% | +44.2% | +10.3% |
| YTD | +50.1% | -90.1% | +140.2% | +50.5% |
| 1Y | +64.3% | -98.0% | +162.3% | +76.0% |
| All | +64.3% | -98.1% | +162.4% | +76.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling