+517.4%
EWT vs FCUV
-95.9%
+613.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -1.1% | -72.0% | +70.9% | -0.9% |
| 30D | +4.8% | -8.0% | +12.8% | +4.7% |
| 3M | +11.1% | +66.3% | -55.1% | +10.0% |
| 6M | +54.6% | -75.3% | +129.9% | +53.4% |
| YTD | +71.4% | -83.0% | +154.4% | +70.1% |
| 1Y | +82.1% | -94.7% | +176.8% | +81.0% |
| 3Y | +193.2% | -99.3% | +292.5% | +191.4% |
| 5Y | +146.1% | -99.9% | +245.9% | +144.7% |
| 10Y | +505.0% | -98.6% | +603.6% | +504.1% |
| All | +517.4% | -95.9% | +613.3% | +515.6% |
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