-97.8%
FCUV vs BURL
+494.0%
-591.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.9% | -5.5% | -8.0% |
| 7D | -14.0% | +3.5% | -17.4% | -14.5% |
| 30D | -31.2% | -9.3% | -21.9% | -30.3% |
| 3M | -71.3% | -32.1% | -39.2% | -69.4% |
| 6M | -36.9% | -19.8% | -17.0% | -35.2% |
| YTD | -91.0% | -13.2% | -77.8% | -90.8% |
| 1Y | -98.2% | -7.8% | -90.4% | -98.2% |
| 3Y | -99.6% | +89.3% | -188.9% | -99.6% |
| 5Y | -99.9% | -15.8% | -84.0% | -99.9% |
| 10Y | -99.3% | +262.2% | -361.4% | -99.5% |
| All | -97.8% | +494.0% | -591.8% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling