+156.4%
EXPE vs FCUV
-98.6%
+255.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -8.7% | -72.0% | +63.3% | -8.3% |
| 30D | -13.6% | -8.0% | -5.6% | -13.8% |
| 3M | +26.6% | +66.3% | -39.6% | +24.2% |
| 6M | +19.9% | -75.3% | +95.2% | +18.4% |
| YTD | -1.7% | -83.0% | +81.3% | -2.9% |
| 1Y | +29.4% | -94.7% | +124.1% | +28.4% |
| 3Y | +155.7% | -99.3% | +254.9% | +153.5% |
| 5Y | +93.1% | -99.9% | +192.9% | +92.2% |
| All | +156.4% | -98.6% | +255.0% | +152.2% |
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 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