+221.0%
EXPE vs FCUV
-97.7%
+318.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | -4.2% | +2.4% | -6.6% | -4.2% |
| 30D | -4.5% | -25.9% | +21.4% | -4.4% |
| 3M | -19.7% | -44.8% | +25.0% | -19.7% |
| 6M | +18.3% | -3.5% | +21.8% | +16.3% |
| YTD | -7.3% | -90.7% | +83.4% | -8.2% |
| 1Y | -3.9% | -97.9% | +94.0% | -4.3% |
| 3Y | +123.0% | -99.5% | +222.5% | +121.5% |
| 5Y | +47.9% | -99.9% | +147.8% | +47.4% |
| 10Y | +126.5% | -99.3% | +225.8% | +122.6% |
| All | +221.0% | -97.7% | +318.8% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling