+16.6%
EIX vs FCUV
-98.1%
+114.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.5% | +10.6% | +3.0% |
| 7D | +4.5% | -8.6% | +13.1% | +4.4% |
| 30D | +15.2% | -25.9% | +41.1% | +14.8% |
| 3M | -11.6% | -69.8% | +58.2% | -12.1% |
| 6M | -8.4% | -31.6% | +23.3% | -2.9% |
| YTD | +8.2% | -90.1% | +98.3% | +15.0% |
| 1Y | +16.6% | -98.0% | +114.6% | +27.0% |
| All | +16.6% | -98.1% | +114.7% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling