-99.8%
FCUV vs EFV
+95.9%
-195.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.3% |
| 7D | -66.5% | -0.8% | -65.7% | -65.9% |
| 30D | +5.0% | +0.6% | +4.3% | +5.9% |
| 3M | +63.8% | +7.5% | +56.3% | +51.0% |
| 6M | -67.8% | +13.0% | -80.9% | -72.5% |
| YTD | -82.4% | +18.3% | -100.7% | -85.7% |
| 1Y | -94.7% | +26.7% | -121.5% | -96.1% |
| 3Y | -99.3% | +89.6% | -188.8% | -99.7% |
| All | -99.8% | +95.9% | -195.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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