-98.2%
FCUV vs BURL
+232.1%
-330.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -3.6% | +139.6% | +136.4% |
| 7D | +148.8% | -1.6% | +150.4% | +148.4% |
| 30D | +95.0% | -7.7% | +102.8% | +96.3% |
| 3M | +27.8% | -31.7% | +59.4% | +34.5% |
| 6M | +121.0% | -15.2% | +136.1% | +122.3% |
| YTD | -78.1% | -15.9% | -62.2% | -77.9% |
| 1Y | -94.3% | -14.2% | -80.0% | -94.2% |
| 3Y | -98.9% | +93.5% | -192.4% | -99.0% |
| 5Y | -99.7% | -9.9% | -89.8% | -99.7% |
| All | -98.2% | +232.1% | -330.3% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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