-98.1%
FCUV vs BURL
-9.4%
-88.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -1.2% |
| 7D | -15.4% | +7.7% | -23.1% | -14.7% |
| 30D | -32.9% | -7.1% | -25.7% | -32.9% |
| 3M | -46.2% | -30.3% | -15.9% | -51.0% |
| 6M | -30.0% | -15.5% | -14.5% | -42.4% |
| YTD | -91.4% | -11.0% | -80.4% | -92.9% |
| All | -98.1% | -9.4% | -88.7% | -98.4% |
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 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