+77.4%
ET vs FCUV
-95.9%
+173.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.8% | +0.8% |
| 7D | +0.6% | -63.8% | +64.4% | +0.6% |
| 30D | +5.3% | -14.7% | +20.0% | +5.3% |
| 3M | +15.6% | +65.3% | -49.7% | +16.1% |
| 6M | +20.6% | -68.5% | +89.1% | +20.9% |
| YTD | +38.5% | -83.0% | +121.6% | +38.8% |
| 1Y | +35.7% | -94.4% | +130.1% | +35.8% |
| 3Y | +98.4% | -99.3% | +197.6% | +98.5% |
| 5Y | +245.3% | -99.9% | +345.1% | +244.9% |
| 10Y | +173.7% | -98.6% | +272.4% | +191.4% |
| All | +77.4% | -95.9% | +173.3% | +96.3% |
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