+118.6%
EEM vs FCUV
-95.6%
+214.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -65.2% | +65.4% | +0.3% |
| 7D | +3.1% | -47.9% | +51.0% | +3.1% |
| 30D | +4.9% | +13.7% | -8.8% | +4.7% |
| 3M | +5.2% | +97.0% | -91.8% | +4.2% |
| 6M | +20.7% | -66.1% | +86.8% | +19.9% |
| YTD | +26.5% | -81.8% | +108.2% | +25.8% |
| 1Y | +37.8% | -93.3% | +131.1% | +37.3% |
| 3Y | +91.0% | -99.2% | +190.2% | +90.2% |
| 5Y | +47.0% | -99.9% | +146.9% | +46.7% |
| 10Y | +125.6% | -98.5% | +224.1% | +124.2% |
| All | +118.6% | -95.6% | +214.2% | +116.4% |
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