-97.7%
FCUV vs BURL
+63.9%
-161.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +2.6% | -16.3% | -13.9% |
| 7D | +62.8% | -2.8% | +65.6% | +63.3% |
| 30D | +66.5% | -28.2% | +94.7% | +73.2% |
| 3M | +459.9% | -17.6% | +477.5% | +455.3% |
| 6M | -12.4% | -11.8% | -0.6% | -14.8% |
| YTD | -47.5% | -8.1% | -39.4% | -49.6% |
| 1Y | -80.5% | -12.0% | -68.6% | -81.2% |
| All | -97.7% | +63.9% | -161.6% | -98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling