+14.2%
ELF vs FCUV
-99.6%
+113.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +5.7% |
| 7D | +4.0% | -13.0% | +17.0% | +4.1% |
| 30D | +10.6% | -36.9% | +47.5% | +10.8% |
| 3M | +25.8% | -65.3% | +91.2% | +26.1% |
| 6M | +89.1% | -32.9% | +121.9% | +85.4% |
| YTD | +52.7% | -91.2% | +144.0% | +53.7% |
| 1Y | +51.7% | -98.2% | +149.9% | +55.7% |
| 3Y | +14.2% | -99.6% | +113.8% | +27.4% |
| All | +14.2% | -99.6% | +113.8% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling