-98.0%
FCUV vs EL
+25.6%
-123.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +6.3% | -13.8% | -7.4% |
| 7D | -8.6% | +2.5% | -11.1% | -8.4% |
| 30D | -25.9% | +20.1% | -46.0% | -26.1% |
| 3M | -69.8% | +29.3% | -99.1% | -69.5% |
| 6M | -31.6% | +38.8% | -70.4% | -34.1% |
| YTD | -90.1% | +8.1% | -98.2% | -88.5% |
| 1Y | -98.0% | +22.3% | -120.3% | -97.9% |
| All | -98.0% | +25.6% | -123.6% | -97.9% |
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