+202.3%
ECL vs FCUV
-98.2%
+300.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +136.0% | -134.4% | +1.5% |
| 7D | +2.9% | +148.8% | -145.9% | +2.7% |
| 30D | +7.5% | +95.0% | -87.5% | +7.4% |
| 3M | +12.2% | +27.8% | -15.6% | +12.1% |
| 6M | +24.6% | +121.0% | -96.4% | +23.9% |
| YTD | +18.8% | -78.1% | +96.9% | +18.4% |
| 1Y | +19.3% | -94.3% | +113.6% | +19.2% |
| 3Y | +78.2% | -98.9% | +177.1% | +77.8% |
| 5Y | +38.8% | -99.7% | +138.5% | +38.6% |
| All | +202.3% | -98.2% | +300.5% | +208.2% |
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 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