+313.8%
ELF vs FCUV
-95.8%
+409.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -13.7% | +15.8% | +2.1% |
| 7D | +5.4% | +62.8% | -57.5% | +5.4% |
| 30D | +27.0% | +66.5% | -39.5% | +27.0% |
| 3M | +113.2% | +459.9% | -346.7% | +113.5% |
| 6M | +36.6% | -12.4% | +48.9% | +36.6% |
| YTD | +44.2% | -47.5% | +91.8% | +44.2% |
| 1Y | -18.0% | -80.5% | +62.5% | -18.1% |
| 3Y | -19.9% | -97.6% | +77.7% | -20.1% |
| 5Y | +257.7% | -99.5% | +357.2% | +256.0% |
| All | +313.8% | -95.8% | +409.6% | +335.4% |
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 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