-95.9%
FCUV vs EFV
+146.1%
-242.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.1% | -6.7% |
| 7D | -63.8% | -0.5% | -63.2% | -63.4% |
| 30D | -14.7% | 0.0% | -14.7% | -14.1% |
| 3M | +65.3% | +8.4% | +56.9% | +58.9% |
| 6M | -68.5% | +12.3% | -80.8% | -70.4% |
| YTD | -83.0% | +17.4% | -100.4% | -84.3% |
| 1Y | -94.4% | +27.1% | -121.5% | -95.0% |
| 3Y | -99.3% | +90.7% | -190.0% | -99.5% |
| 5Y | -99.9% | +95.6% | -195.5% | -99.9% |
| 10Y | -98.6% | +165.3% | -263.9% | -98.9% |
| All | -95.9% | +146.1% | -242.0% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling