+273.0%
EMR vs FCUV
-98.6%
+371.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.6% |
| 7D | -0.4% | -66.5% | +66.1% | -0.4% |
| 30D | -6.8% | +5.0% | -11.7% | -6.8% |
| 3M | +7.5% | +63.8% | -56.3% | +7.1% |
| 6M | +9.9% | -67.8% | +77.7% | +9.6% |
| YTD | +16.0% | -82.4% | +98.4% | +15.7% |
| 1Y | +12.4% | -94.7% | +107.2% | +12.3% |
| 3Y | +60.2% | -99.3% | +159.5% | +60.0% |
| 5Y | +67.9% | -99.9% | +167.7% | +67.5% |
| All | +273.0% | -98.6% | +371.6% | +280.6% |
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 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