+47.6%
EMB vs FCUV
-87.2%
+134.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.7% | +13.7% | 0.0% |
| 7D | 0.0% | +62.8% | -62.8% | 0.0% |
| 30D | -0.3% | +66.5% | -66.8% | -0.3% |
| 3M | -0.4% | +459.9% | -460.4% | -0.8% |
| 6M | +0.1% | -12.4% | +12.5% | -0.1% |
| YTD | +1.6% | -47.5% | +49.1% | +1.4% |
| 1Y | +5.6% | -80.5% | +86.1% | +5.5% |
| 3Y | +29.8% | -97.6% | +127.5% | +29.6% |
| 5Y | +7.3% | -99.5% | +106.8% | +7.2% |
| 10Y | +30.4% | -95.8% | +126.2% | +30.1% |
| All | +47.6% | -87.2% | +134.8% | +47.0% |
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