+1,344.7%
EME vs FCUV
-98.6%
+1,443.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.1% | +4.3% |
| 7D | +3.5% | -66.5% | +70.0% | +3.7% |
| 30D | -6.3% | +5.0% | -11.3% | -6.5% |
| 3M | -3.8% | +63.8% | -67.5% | -4.9% |
| 6M | +8.5% | -67.8% | +76.3% | +7.7% |
| YTD | +27.8% | -82.4% | +110.2% | +27.0% |
| 1Y | +22.2% | -94.7% | +117.0% | +21.9% |
| 3Y | +253.5% | -99.3% | +352.7% | +252.1% |
| 5Y | +578.6% | -99.9% | +678.5% | +576.6% |
| All | +1,344.7% | -98.6% | +1,443.3% | +1,308.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling