+142.1%
EFX vs FCUV
-95.9%
+238.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +5.0% | -2.0% |
| 7D | -9.4% | -63.8% | +54.4% | -9.3% |
| 30D | -6.9% | -14.7% | +7.8% | -6.9% |
| 3M | +0.1% | +65.3% | -65.2% | -0.6% |
| 6M | -17.3% | -68.5% | +51.2% | -17.6% |
| YTD | -21.8% | -83.0% | +61.2% | -22.0% |
| 1Y | -32.5% | -94.4% | +61.9% | -32.5% |
| 3Y | -12.3% | -99.3% | +86.9% | -12.3% |
| 5Y | -36.6% | -99.9% | +63.2% | -36.5% |
| 10Y | +41.0% | -98.6% | +139.7% | +39.2% |
| All | +142.1% | -95.9% | +238.0% | +142.1% |
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