+702.8%
TWLO vs FCUV
-98.6%
+801.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.7% |
| 7D | -3.9% | -72.0% | +68.1% | -3.4% |
| 30D | -9.7% | -8.0% | -1.7% | -9.9% |
| 3M | +11.6% | +66.3% | -54.7% | +8.5% |
| 6M | +84.7% | -75.3% | +160.0% | +80.8% |
| YTD | +62.5% | -83.0% | +145.5% | +59.3% |
| 1Y | +121.7% | -94.7% | +216.4% | +118.5% |
| 3Y | +253.0% | -99.3% | +352.2% | +247.5% |
| 5Y | -32.5% | -99.9% | +67.4% | -33.4% |
| 10Y | +312.7% | -98.6% | +411.4% | +294.4% |
| All | +702.8% | -98.6% | +801.4% | +667.2% |
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