-99.3%
FCUV vs BURL
+247.8%
-347.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.8% |
| 7D | -15.3% | +5.9% | -21.2% | -16.1% |
| 30D | -29.7% | -8.3% | -21.4% | -29.0% |
| 3M | -54.5% | -31.6% | -22.9% | -51.9% |
| 6M | -26.7% | -16.6% | -10.1% | -25.6% |
| YTD | -91.0% | -12.1% | -78.9% | -90.9% |
| 1Y | -98.0% | -10.0% | -88.0% | -98.0% |
| 3Y | -99.5% | +94.3% | -193.8% | -99.6% |
| 5Y | -99.9% | -13.2% | -86.6% | -99.9% |
| 10Y | -99.3% | +252.5% | -351.8% | -99.4% |
| All | -99.3% | +247.8% | -347.1% | -99.4% |
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