+19.6%
EIX vs FCUV
-98.6%
+118.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +0.8% | -72.0% | +72.8% | +0.7% |
| 30D | -18.8% | -8.0% | -10.8% | -18.7% |
| 3M | -19.7% | +66.3% | -86.0% | -18.9% |
| 6M | -18.2% | -75.3% | +57.1% | -17.2% |
| YTD | -1.7% | -83.0% | +81.2% | -0.5% |
| 1Y | +7.8% | -94.7% | +102.4% | +9.3% |
| 3Y | -5.6% | -99.3% | +93.6% | -4.3% |
| 5Y | +23.7% | -99.9% | +123.5% | +25.6% |
| All | +19.6% | -98.6% | +118.2% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling