+311.1%
ETR vs FCUV
-95.6%
+406.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -65.2% | +66.4% | +1.2% |
| 7D | +1.4% | -47.9% | +49.3% | +1.4% |
| 30D | +1.9% | +13.7% | -11.8% | +1.8% |
| 3M | +1.0% | +97.0% | -96.0% | +0.7% |
| 6M | +4.8% | -66.1% | +71.0% | +4.7% |
| YTD | +19.5% | -81.8% | +101.3% | +19.4% |
| 1Y | +28.1% | -93.3% | +121.4% | +28.0% |
| 3Y | +151.1% | -99.2% | +250.4% | +150.8% |
| 5Y | +125.2% | -99.9% | +225.0% | +124.8% |
| 10Y | +291.1% | -98.5% | +389.7% | +297.1% |
| All | +311.1% | -95.6% | +406.7% | +324.9% |
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