-99.3%
FCUV vs BURL
+252.7%
-352.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.6% |
| 7D | -13.0% | +4.1% | -17.0% | -13.5% |
| 30D | -36.9% | -9.5% | -27.4% | -36.1% |
| 3M | -65.3% | -33.5% | -31.8% | -63.2% |
| 6M | -32.9% | -22.1% | -10.8% | -31.1% |
| YTD | -91.2% | -14.6% | -76.6% | -91.1% |
| 1Y | -98.2% | -8.4% | -89.8% | -98.2% |
| 3Y | -99.6% | +86.6% | -186.1% | -99.6% |
| 5Y | -99.9% | -17.2% | -82.7% | -99.9% |
| All | -99.3% | +252.7% | -352.0% | -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