+301.7%
ELF vs FCUV
-98.2%
+399.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +136.0% | -132.1% | +3.9% |
| 7D | +1.6% | +148.8% | -147.2% | +1.6% |
| 30D | +9.1% | +95.0% | -85.9% | +9.1% |
| 3M | +28.2% | +27.8% | +0.4% | +28.2% |
| 6M | +119.5% | +121.0% | -1.4% | +119.7% |
| YTD | +55.2% | -78.1% | +133.3% | +55.0% |
| 1Y | +58.6% | -94.3% | +152.8% | +58.1% |
| 3Y | +21.3% | -98.9% | +120.2% | +21.0% |
| 5Y | +276.2% | -99.7% | +375.9% | +274.9% |
| All | +301.7% | -98.2% | +399.9% | +321.2% |
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