-99.7%
FCUV vs BURL
-10.8%
-88.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -3.6% | +139.6% | +136.5% |
| 7D | +148.8% | -1.6% | +150.4% | +148.2% |
| 30D | +95.0% | -7.7% | +102.8% | +96.8% |
| 3M | +27.8% | -31.7% | +59.4% | +37.6% |
| 6M | +121.0% | -15.2% | +136.1% | +121.5% |
| YTD | -78.1% | -15.9% | -62.2% | -78.0% |
| 1Y | -94.3% | -14.2% | -80.0% | -94.3% |
| 3Y | -98.9% | +93.5% | -192.4% | -99.1% |
| All | -99.7% | -10.8% | -88.9% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling