+56.2%
EMR vs FCUV
-99.2%
+155.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -1.2% | -72.0% | +70.7% | -0.9% |
| 30D | -9.4% | -8.0% | -1.4% | -9.6% |
| 3M | +8.6% | +66.3% | -57.7% | +6.9% |
| 6M | +6.7% | -75.3% | +82.0% | +7.4% |
| YTD | +13.1% | -83.0% | +96.0% | +14.1% |
| 1Y | +12.7% | -94.7% | +107.4% | +15.3% |
| All | +56.2% | -99.2% | +155.5% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling