+269.3%
ELV vs FCUV
-95.9%
+365.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.8% | -1.2% |
| 7D | -2.2% | -63.8% | +61.6% | -2.1% |
| 30D | -0.2% | -14.7% | +14.5% | -0.3% |
| 3M | -6.1% | +65.3% | -71.4% | -7.1% |
| 6M | +42.8% | -68.5% | +111.3% | +41.7% |
| YTD | +14.4% | -83.0% | +97.4% | +13.7% |
| 1Y | +28.6% | -94.4% | +123.0% | +28.1% |
| 3Y | -7.4% | -99.3% | +91.9% | -7.8% |
| 5Y | +14.5% | -99.9% | +114.3% | +14.2% |
| 10Y | +257.4% | -98.6% | +356.1% | +241.6% |
| All | +269.3% | -95.9% | +365.1% | +254.7% |
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