+301.0%
TWLO vs FCUV
-98.6%
+399.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -1.7% |
| 7D | -2.4% | -66.5% | +64.1% | -2.0% |
| 30D | -7.8% | +5.0% | -12.8% | -8.1% |
| 3M | +10.0% | +63.8% | -53.8% | +6.9% |
| 6M | +79.5% | -67.8% | +147.3% | +75.5% |
| YTD | +59.8% | -82.4% | +142.2% | +56.7% |
| 1Y | +121.7% | -94.7% | +216.4% | +118.4% |
| 3Y | +240.8% | -99.3% | +340.1% | +235.4% |
| 5Y | -33.6% | -99.9% | +66.3% | -34.5% |
| All | +301.0% | -98.6% | +399.5% | +278.8% |
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