+27.4%
ECL vs FCUV
-99.9%
+127.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | -2.1% |
| 7D | -2.7% | -63.8% | +61.0% | -2.5% |
| 30D | -4.3% | -14.7% | +10.4% | -4.4% |
| 3M | +3.2% | +65.3% | -62.1% | +1.5% |
| 6M | -2.9% | -68.5% | +65.6% | -2.7% |
| YTD | +4.3% | -83.0% | +87.3% | +5.4% |
| 1Y | +1.6% | -94.4% | +96.1% | +4.2% |
| 3Y | +54.3% | -99.3% | +153.5% | +63.1% |
| All | +27.4% | -99.9% | +127.3% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling