-27.0%
ETHA vs FCUV
-94.2%
+67.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | 0.0% | +3.2% |
| 7D | +3.5% | -66.5% | +69.9% | +3.9% |
| 30D | +35.3% | +5.0% | +30.3% | +34.8% |
| 3M | +50.9% | +63.8% | -12.9% | +47.3% |
| 6M | +22.1% | -67.8% | +89.9% | +26.8% |
| YTD | -14.6% | -82.4% | +67.8% | -8.9% |
| 1Y | -42.8% | -94.7% | +52.0% | -35.9% |
| All | -27.0% | -94.2% | +67.2% | -17.0% |
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