-99.3%
FCUV vs EL
-34.4%
-64.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | -72.0% | -4.4% | -67.6% | -71.7% |
| 30D | -8.0% | +10.3% | -18.3% | -8.5% |
| 3M | +66.3% | +13.4% | +52.9% | +64.1% |
| 6M | -75.3% | +3.1% | -78.4% | -75.2% |
| YTD | -83.0% | -6.9% | -76.0% | -82.3% |
| 1Y | -94.7% | +11.9% | -106.6% | -94.6% |
| All | -99.3% | -34.4% | -64.9% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling