+127.7%
EXPE vs FCUV
-98.2%
+225.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +136.0% | -137.2% | -1.7% |
| 7D | -0.5% | +148.8% | -149.3% | -1.1% |
| 30D | -6.1% | +95.0% | -101.1% | -6.6% |
| 3M | -21.3% | +27.8% | -49.1% | -21.7% |
| 6M | +19.0% | +121.0% | -102.0% | +16.3% |
| YTD | -8.4% | -78.1% | +69.7% | -9.8% |
| 1Y | -2.8% | -94.3% | +91.5% | -3.7% |
| 3Y | +120.8% | -98.9% | +219.7% | +118.1% |
| 5Y | +46.2% | -99.7% | +145.9% | +44.9% |
| All | +127.7% | -98.2% | +225.9% | +123.1% |
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 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