-29.2%
ETHA vs FCUV
-94.4%
+65.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | -0.7% |
| 7D | +2.9% | -63.8% | +66.7% | +3.3% |
| 30D | +31.4% | -14.7% | +46.1% | +31.1% |
| 3M | +48.9% | +65.3% | -16.4% | +45.1% |
| 6M | +20.9% | -68.5% | +89.4% | +24.9% |
| YTD | -17.2% | -83.0% | +65.9% | -11.6% |
| 1Y | -42.8% | -94.4% | +51.6% | -36.2% |
| All | -29.2% | -94.4% | +65.2% | -19.5% |
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