+9.6%
EIX vs FCUV
-81.1%
+90.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.7% | +14.5% | +0.7% |
| 7D | -19.1% | +62.8% | -81.9% | -18.6% |
| 30D | -16.9% | +66.5% | -83.4% | -16.2% |
| 3M | -20.0% | +459.9% | -480.0% | -14.2% |
| 6M | -21.3% | -12.4% | -8.9% | -14.8% |
| YTD | -1.7% | -47.5% | +45.8% | +7.6% |
| 1Y | +9.6% | -80.5% | +90.1% | +17.8% |
| All | +9.6% | -81.1% | +90.7% | +17.8% |
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