-99.3%
FCUV vs BURL
+261.4%
-360.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -2.2% |
| 7D | -15.4% | +7.7% | -23.1% | -16.4% |
| 30D | -32.9% | -7.1% | -25.7% | -32.2% |
| 3M | -46.2% | -30.3% | -15.9% | -43.2% |
| 6M | -30.0% | -15.5% | -14.5% | -29.0% |
| YTD | -91.4% | -11.0% | -80.4% | -91.3% |
| 1Y | -98.1% | -8.4% | -89.6% | -98.1% |
| 3Y | -99.6% | +96.7% | -196.3% | -99.6% |
| 5Y | -99.9% | -14.1% | -85.8% | -99.9% |
| 10Y | -99.3% | +255.1% | -354.4% | -99.4% |
| All | -99.3% | +261.4% | -360.7% | -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