-35.8%
EFX vs FCUV
-99.8%
+64.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.6% |
| 7D | -4.5% | -66.5% | +61.9% | -4.3% |
| 30D | -6.1% | +5.0% | -11.1% | -6.1% |
| 3M | +6.2% | +63.8% | -57.6% | +5.3% |
| 6M | -11.2% | -67.8% | +56.6% | -9.9% |
| YTD | -21.4% | -82.4% | +61.0% | -19.5% |
| 1Y | -34.3% | -94.7% | +60.4% | -31.1% |
| 3Y | -12.5% | -99.3% | +86.7% | -4.4% |
| All | -35.8% | -99.8% | +64.1% | -25.7% |
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