+224.7%
EMR vs FCUV
-95.6%
+320.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -65.2% | +64.8% | -0.4% |
| 7D | +3.1% | -47.9% | +51.0% | +3.1% |
| 30D | -3.5% | +13.7% | -17.2% | -3.6% |
| 3M | +9.8% | +97.0% | -87.2% | +9.3% |
| 6M | +10.8% | -66.1% | +76.9% | +10.5% |
| YTD | +15.9% | -81.8% | +97.7% | +15.7% |
| 1Y | +16.4% | -93.3% | +109.7% | +16.2% |
| 3Y | +62.1% | -99.2% | +161.3% | +61.8% |
| 5Y | +62.9% | -99.9% | +162.8% | +62.6% |
| 10Y | +267.8% | -98.5% | +366.3% | +270.8% |
| All | +224.7% | -95.6% | +320.3% | +227.2% |
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