+290.1%
ETR vs FCUV
-98.6%
+388.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -0.4% |
| 7D | -1.8% | -66.5% | +64.7% | -1.7% |
| 30D | -1.8% | +5.0% | -6.7% | -1.8% |
| 3M | -3.6% | +63.8% | -67.4% | -4.2% |
| 6M | +2.6% | -67.8% | +70.5% | +2.2% |
| YTD | +16.0% | -82.4% | +98.4% | +15.6% |
| 1Y | +20.1% | -94.7% | +114.9% | +19.9% |
| 3Y | +143.6% | -99.3% | +242.8% | +142.9% |
| 5Y | +124.4% | -99.9% | +224.2% | +123.9% |
| All | +290.1% | -98.6% | +388.7% | +292.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling