+347.0%
ELF vs FCUV
-99.2%
+446.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | +4.3% | -4.7% | +8.9% | +4.2% |
| 30D | +7.7% | -23.2% | +30.9% | +7.7% |
| 3M | +24.7% | -49.2% | +73.9% | +24.7% |
| 6M | +114.6% | -9.2% | +123.9% | +114.8% |
| YTD | +55.8% | -90.6% | +146.4% | +55.7% |
| 1Y | +51.9% | -97.9% | +149.8% | +51.4% |
| 3Y | +24.6% | -99.5% | +124.1% | +24.4% |
| 5Y | +279.2% | -99.9% | +379.1% | +277.9% |
| 10Y | +338.7% | -99.2% | +438.0% | +361.4% |
| All | +347.0% | -99.2% | +446.3% | +370.1% |
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