+190.4%
ETN vs FCUV
-99.8%
+290.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +3.9% |
| 7D | +3.5% | -66.5% | +70.0% | +4.6% |
| 30D | -7.5% | +5.0% | -12.5% | -8.5% |
| 3M | +8.3% | +63.8% | -55.5% | +0.3% |
| 6M | +20.2% | -67.8% | +88.0% | +15.0% |
| YTD | +34.7% | -82.4% | +117.1% | +30.5% |
| 1Y | +19.4% | -94.7% | +114.2% | +19.5% |
| 3Y | +85.5% | -99.3% | +184.8% | +90.6% |
| All | +190.4% | -99.8% | +290.3% | +212.2% |
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