+246.8%
ET vs FCUV
-99.9%
+346.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +1.4% | -72.0% | +73.3% | +1.7% |
| 30D | +4.6% | -8.0% | +12.6% | +4.4% |
| 3M | +16.0% | +66.3% | -50.2% | +14.0% |
| 6M | +22.8% | -75.3% | +98.1% | +22.5% |
| YTD | +38.9% | -83.0% | +121.8% | +38.8% |
| 1Y | +34.1% | -94.7% | +128.7% | +35.5% |
| 3Y | +98.8% | -99.3% | +198.1% | +104.7% |
| 5Y | +246.8% | -99.9% | +346.7% | +273.2% |
| All | +246.8% | -99.9% | +346.7% | +273.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling