+1,682.3%
EME vs FCUV
-95.9%
+1,778.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.0% | +4.6% | -2.4% |
| 7D | +2.7% | -63.8% | +66.5% | +2.8% |
| 30D | -6.8% | -14.7% | +7.9% | -6.9% |
| 3M | -8.8% | +65.3% | -74.1% | -9.7% |
| 6M | +5.0% | -68.5% | +73.5% | +4.3% |
| YTD | +23.5% | -83.0% | +106.5% | +22.9% |
| 1Y | +21.3% | -94.4% | +115.7% | +21.0% |
| 3Y | +241.1% | -99.3% | +340.3% | +240.0% |
| 5Y | +549.2% | -99.9% | +649.0% | +547.4% |
| 10Y | +1,306.4% | -98.6% | +1,405.0% | +1,290.1% |
| All | +1,682.3% | -95.9% | +1,778.2% | +1,676.6% |
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