+45.1%
EIX vs FCUV
-87.2%
+132.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.7% | +14.5% | +0.8% |
| 7D | -19.1% | +62.8% | -81.9% | -19.0% |
| 30D | -16.9% | +66.5% | -83.4% | -16.8% |
| 3M | -20.0% | +459.9% | -480.0% | -18.9% |
| 6M | -21.3% | -12.4% | -8.9% | -20.1% |
| YTD | -1.7% | -47.5% | +45.8% | -0.2% |
| 1Y | +9.6% | -80.5% | +90.1% | +11.4% |
| 3Y | -3.7% | -97.6% | +94.0% | -2.1% |
| 5Y | +22.6% | -99.5% | +122.2% | +24.6% |
| 10Y | +17.7% | -95.8% | +113.4% | +21.2% |
| All | +45.1% | -87.2% | +132.4% | +53.1% |
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