-80.5%
FCUV vs EL
+14.8%
-95.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +3.0% | -16.6% | -13.7% |
| 7D | +62.8% | +0.8% | +62.0% | +62.8% |
| 30D | +66.5% | +19.8% | +46.7% | +65.1% |
| 3M | +459.9% | +25.7% | +434.2% | +444.0% |
| 6M | -12.4% | +5.4% | -17.8% | -4.8% |
| YTD | -47.5% | +0.2% | -47.7% | -39.3% |
| 1Y | -80.5% | +20.4% | -100.9% | -77.1% |
| All | -80.5% | +14.8% | -95.3% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling