+154.8%
EXPE vs FCUV
-99.2%
+254.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | -0.7% |
| 7D | -11.5% | -63.8% | +52.2% | -11.2% |
| 30D | -13.1% | -14.7% | +1.6% | -13.1% |
| 3M | +18.1% | +65.3% | -47.2% | +16.2% |
| 6M | +13.3% | -68.5% | +81.8% | +12.8% |
| YTD | -3.2% | -83.0% | +79.8% | -3.1% |
| 1Y | +26.1% | -94.4% | +120.6% | +27.4% |
| All | +154.8% | -99.2% | +254.0% | +156.2% |
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