+112.6%
ENB vs FCUV
-95.6%
+208.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -65.2% | +66.0% | +0.8% |
| 7D | -0.5% | -47.9% | +47.5% | -0.5% |
| 30D | -0.2% | +13.7% | -13.9% | -0.2% |
| 3M | -7.5% | +97.0% | -104.5% | -7.4% |
| 6M | -4.1% | -66.1% | +62.0% | -3.9% |
| YTD | +9.8% | -81.8% | +91.6% | +10.1% |
| 1Y | +8.7% | -93.3% | +102.0% | +9.0% |
| 3Y | +79.0% | -99.2% | +178.2% | +79.4% |
| 5Y | +69.1% | -99.9% | +168.9% | +69.6% |
| 10Y | +96.5% | -98.5% | +195.0% | +96.7% |
| All | +112.6% | -95.6% | +208.2% | +106.4% |
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 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