+179.3%
EXE vs FCUV
-99.4%
+278.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -65.2% | +65.5% | +0.5% |
| 7D | -1.8% | -47.9% | +46.1% | -1.8% |
| 30D | +6.4% | +13.7% | -7.3% | +6.2% |
| 3M | +9.2% | +97.0% | -87.8% | +7.8% |
| 6M | -7.0% | -66.1% | +59.1% | -8.0% |
| YTD | -9.5% | -81.8% | +72.3% | -10.3% |
| 1Y | +6.2% | -93.3% | +99.5% | +5.5% |
| 3Y | +20.7% | -99.2% | +120.0% | +19.9% |
| 5Y | +103.6% | -99.9% | +203.5% | +102.8% |
| All | +179.3% | -99.4% | +278.7% | +184.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling