+245.2%
ELF vs FCUV
-99.8%
+345.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -65.2% | +60.3% | -4.3% |
| 7D | -1.2% | -47.9% | +46.8% | -1.0% |
| 30D | +5.9% | +13.7% | -7.7% | +5.4% |
| 3M | +99.5% | +97.0% | +2.5% | +90.6% |
| 6M | +26.5% | -66.1% | +92.6% | +25.2% |
| YTD | +37.2% | -81.8% | +118.9% | +37.7% |
| 1Y | -24.4% | -93.3% | +68.9% | -22.6% |
| 3Y | -23.3% | -99.2% | +75.9% | -17.5% |
| 5Y | +245.2% | -99.9% | +345.0% | +297.4% |
| All | +245.2% | -99.8% | +345.0% | +297.4% |
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 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