-60.8%
EOSE vs FCUV
-98.9%
+38.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.0% |
| 7D | +1.8% | -66.5% | +68.3% | +2.2% |
| 30D | -6.8% | +5.0% | -11.8% | -7.4% |
| 3M | -36.3% | +63.8% | -100.1% | -38.9% |
| 6M | -38.8% | -67.8% | +29.1% | -38.6% |
| YTD | -65.5% | -82.4% | +16.9% | -64.7% |
| 1Y | -45.3% | -94.7% | +49.5% | -41.5% |
| 3Y | +44.2% | -99.3% | +143.4% | +54.7% |
| 5Y | -69.5% | -99.9% | +30.4% | -65.4% |
| All | -60.8% | -98.9% | +38.2% | -63.6% |
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