+277.7%
ELF vs FCUV
-98.6%
+376.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.0% | +3.0% | -4.1% |
| 7D | -6.8% | -63.8% | +57.0% | -6.8% |
| 30D | +5.1% | -14.7% | +19.8% | +5.1% |
| 3M | +79.8% | +65.3% | +14.5% | +80.0% |
| 6M | +29.7% | -68.5% | +98.2% | +29.7% |
| YTD | +31.6% | -83.0% | +114.7% | +31.5% |
| 1Y | -27.9% | -94.4% | +66.5% | -28.1% |
| 3Y | -26.4% | -99.3% | +72.8% | -26.6% |
| 5Y | +235.6% | -99.9% | +335.5% | +233.9% |
| All | +277.7% | -98.6% | +376.3% | +297.2% |
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 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