+43.7%
EMB vs FCUV
-94.7%
+138.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +136.0% | -136.2% | -0.3% |
| 7D | -0.9% | +148.8% | -149.7% | -1.0% |
| 30D | +0.4% | +95.0% | -94.7% | +0.3% |
| 3M | -3.1% | +27.8% | -30.9% | -3.2% |
| 6M | -2.1% | +121.0% | -123.0% | -2.4% |
| YTD | -1.1% | -78.1% | +77.1% | -1.3% |
| 1Y | -0.1% | -94.3% | +94.2% | -0.2% |
| 3Y | +29.6% | -98.9% | +128.5% | +29.4% |
| 5Y | +7.2% | -99.7% | +106.9% | +7.1% |
| 10Y | +35.5% | -98.2% | +133.7% | +35.1% |
| All | +43.7% | -94.7% | +138.4% | +43.2% |
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