+88.5%
ENB vs FCUV
-98.6%
+187.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.2% | -1.0% |
| 7D | -4.7% | -66.5% | +61.8% | -4.7% |
| 30D | -5.9% | +5.0% | -10.8% | -5.8% |
| 3M | -14.2% | +63.8% | -78.0% | -13.7% |
| 6M | -8.6% | -67.8% | +59.2% | -8.1% |
| YTD | +3.9% | -82.4% | +86.3% | +4.4% |
| 1Y | +1.8% | -94.7% | +96.5% | +2.3% |
| 3Y | +68.5% | -99.3% | +167.7% | +69.3% |
| 5Y | +62.4% | -99.9% | +162.3% | +63.1% |
| All | +88.5% | -98.6% | +187.1% | +90.3% |
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