-47.1%
EOSE vs FCUV
-81.1%
+34.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -13.7% | +24.5% | +10.7% |
| 7D | +19.0% | +62.8% | -43.8% | +19.8% |
| 30D | +1.6% | +66.5% | -64.9% | +2.6% |
| 3M | -52.0% | +459.9% | -511.9% | -47.9% |
| 6M | -42.5% | -12.4% | -30.1% | -33.1% |
| YTD | -66.1% | -47.5% | -18.6% | -58.3% |
| 1Y | -47.1% | -80.5% | +33.4% | -22.9% |
| All | -47.1% | -81.1% | +34.0% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling