+700.2%
ETN vs FCUV
-95.9%
+796.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | +3.0% | -72.0% | +75.0% | +3.3% |
| 30D | -10.9% | -8.0% | -2.9% | -11.1% |
| 3M | +9.2% | +66.3% | -57.0% | +7.1% |
| 6M | +13.9% | -75.3% | +89.2% | +12.0% |
| YTD | +29.5% | -83.0% | +112.5% | +27.4% |
| 1Y | +14.2% | -94.7% | +108.9% | +12.5% |
| 3Y | +79.9% | -99.3% | +179.1% | +77.1% |
| 5Y | +175.7% | -99.9% | +275.5% | +171.2% |
| 10Y | +693.2% | -98.6% | +791.9% | +698.3% |
| All | +700.2% | -95.9% | +796.0% | +708.9% |
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