+24.0%
EIX vs FCUV
-99.9%
+123.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.0% | +3.8% | -3.2% |
| 7D | +4.1% | -63.8% | +67.8% | +3.7% |
| 30D | -15.3% | -14.7% | -0.6% | -15.1% |
| 3M | -18.4% | +65.3% | -83.7% | -15.4% |
| 6M | -16.8% | -68.5% | +51.7% | -12.7% |
| YTD | -0.6% | -83.0% | +82.5% | +5.1% |
| 1Y | +10.7% | -94.4% | +105.1% | +18.4% |
| 3Y | -4.5% | -99.3% | +94.8% | +3.3% |
| 5Y | +24.0% | -99.9% | +123.9% | +37.2% |
| All | +24.0% | -99.9% | +123.9% | +37.2% |
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