+138.6%
ETSY vs FCUV
-98.8%
+237.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -12.7% | -72.0% | +59.2% | -12.4% |
| 30D | -9.9% | -8.0% | -1.9% | -10.1% |
| 3M | +4.2% | +66.3% | -62.1% | +2.1% |
| 6M | +34.2% | -75.3% | +109.5% | +32.6% |
| YTD | +29.1% | -83.0% | +112.1% | +27.8% |
| 1Y | +23.8% | -94.7% | +118.5% | +23.1% |
| 3Y | +6.6% | -99.3% | +105.9% | +5.9% |
| 5Y | -67.0% | -99.9% | +32.8% | -67.1% |
| 10Y | +424.9% | -98.6% | +523.5% | +422.6% |
| All | +138.6% | -98.8% | +237.5% | +131.2% |
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 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