-97.9%
FCUV vs BURL
-9.1%
-88.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +4.2% |
| 7D | -4.7% | -0.8% | -3.9% | -4.8% |
| 30D | -23.2% | -4.4% | -18.7% | -23.1% |
| 3M | -49.2% | -28.6% | -20.6% | -53.4% |
| 6M | -9.2% | -12.3% | +3.1% | -27.0% |
| YTD | -90.6% | -11.3% | -79.3% | -92.2% |
| 1Y | -97.9% | -10.4% | -87.5% | -98.2% |
| All | -97.9% | -9.1% | -88.8% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling