+256.3%
EMR vs FCUV
-94.7%
+351.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +136.0% | -136.0% | -0.1% |
| 7D | +2.8% | +148.8% | -145.9% | +2.7% |
| 30D | +3.7% | +95.0% | -91.4% | +3.6% |
| 3M | +2.0% | +27.8% | -25.8% | +1.9% |
| 6M | +22.1% | +121.0% | -98.9% | +21.6% |
| YTD | +27.2% | -78.1% | +105.4% | +26.9% |
| 1Y | +32.0% | -94.3% | +126.3% | +31.7% |
| 3Y | +103.3% | -98.9% | +202.2% | +102.8% |
| 5Y | +88.2% | -99.7% | +187.9% | +87.8% |
| 10Y | +280.4% | -98.2% | +378.7% | +283.3% |
| All | +256.3% | -94.7% | +351.0% | +258.9% |
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 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