+79.4%
TWLO vs FCUV
-68.1%
+147.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +0.6% |
| 7D | +0.2% | -63.8% | +63.9% | +0.4% |
| 30D | -9.1% | -14.7% | +5.5% | -9.1% |
| 3M | +11.0% | +65.3% | -54.3% | +8.3% |
| 6M | +79.4% | -68.5% | +147.9% | +72.0% |
| All | +79.4% | -68.1% | +147.4% | +72.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling