-94.3%
FCUV vs EL
+23.3%
-117.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +1.1% | +134.9% | +136.0% |
| 7D | +148.8% | +1.5% | +147.2% | +148.8% |
| 30D | +95.0% | +10.0% | +85.0% | +95.6% |
| 3M | +27.8% | +28.4% | -0.6% | +29.3% |
| 6M | +121.0% | +37.1% | +83.9% | +116.2% |
| YTD | -78.1% | +7.8% | -86.0% | -74.4% |
| 1Y | -94.3% | +26.0% | -120.3% | -93.8% |
| All | -94.3% | +23.3% | -117.6% | -93.8% |
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