+162.1%
EQX vs FCUV
-99.2%
+261.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.6% | +1.7% |
| 7D | -3.2% | -66.5% | +63.3% | -3.7% |
| 30D | +7.8% | +5.0% | +2.8% | +8.4% |
| 3M | +21.3% | +63.8% | -42.5% | +26.8% |
| 6M | -22.4% | -67.8% | +45.4% | -18.8% |
| YTD | -11.3% | -82.4% | +71.1% | -7.4% |
| 1Y | +13.5% | -94.7% | +108.2% | +17.8% |
| 3Y | +162.1% | -99.3% | +261.4% | +150.6% |
| All | +162.1% | -99.2% | +261.4% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling