+222.9%
EWY vs FCUV
-99.2%
+322.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | 0.0% | +3.3% |
| 7D | -0.1% | -66.5% | +66.4% | -0.3% |
| 30D | +7.3% | +5.0% | +2.3% | +7.5% |
| 3M | -5.1% | +63.8% | -68.9% | -3.3% |
| 6M | +42.1% | -67.8% | +109.9% | +47.6% |
| YTD | +94.1% | -82.4% | +176.5% | +103.1% |
| 1Y | +147.8% | -94.7% | +242.6% | +163.6% |
| 3Y | +222.9% | -99.3% | +322.2% | +234.2% |
| All | +222.9% | -99.2% | +322.1% | +234.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling