+183.3%
ECL vs FCUV
-87.2%
+270.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.8% | +0.1% |
| 7D | -2.6% | +62.8% | -65.4% | -2.6% |
| 30D | -2.2% | +66.5% | -68.7% | -2.2% |
| 3M | +10.1% | +459.9% | -449.8% | +9.7% |
| 6M | -5.7% | -12.4% | +6.6% | -6.0% |
| YTD | +7.0% | -47.5% | +54.5% | +6.7% |
| 1Y | +2.7% | -80.5% | +83.2% | +2.5% |
| 3Y | +57.7% | -97.6% | +155.4% | +57.4% |
| 5Y | +31.1% | -99.5% | +130.7% | +31.0% |
| 10Y | +150.9% | -95.8% | +246.6% | +153.0% |
| All | +183.3% | -87.2% | +270.6% | +188.4% |
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