+169.7%
EXE vs FCUV
-99.5%
+269.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.1% |
| 7D | -3.1% | -66.5% | +63.3% | -3.0% |
| 30D | -0.9% | +5.0% | -5.9% | -1.1% |
| 3M | +9.6% | +63.8% | -54.2% | +8.1% |
| 6M | -11.6% | -67.8% | +56.2% | -12.5% |
| YTD | -12.6% | -82.4% | +69.8% | -13.4% |
| 1Y | +1.2% | -94.7% | +95.9% | +0.6% |
| 3Y | +18.0% | -99.3% | +117.3% | +17.3% |
| 5Y | +101.1% | -99.9% | +201.0% | +100.3% |
| All | +169.7% | -99.5% | +269.2% | +174.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling