-99.9%
FCUV vs EL
-69.5%
-30.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.0% |
| 7D | -72.0% | -4.4% | -67.6% | -71.4% |
| 30D | -8.0% | +10.3% | -18.3% | -9.4% |
| 3M | +66.3% | +13.4% | +52.9% | +60.9% |
| 6M | -75.3% | +3.1% | -78.4% | -75.6% |
| YTD | -83.0% | -6.9% | -76.0% | -82.4% |
| 1Y | -94.7% | +11.9% | -106.6% | -94.8% |
| 3Y | -99.3% | -33.8% | -65.5% | -99.2% |
| 5Y | -99.9% | -69.0% | -30.9% | -99.8% |
| All | -99.9% | -69.5% | -30.4% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling