-98.2%
FCUV vs ES
+98.2%
-196.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.8% | +135.2% | +136.1% |
| 7D | +148.8% | +2.7% | +146.1% | +149.6% |
| 30D | +95.0% | +7.6% | +87.5% | +97.4% |
| 3M | +27.8% | +0.5% | +27.3% | +28.3% |
| 6M | +121.0% | +7.6% | +113.4% | +119.3% |
| YTD | -78.1% | +10.2% | -88.4% | -78.5% |
| 1Y | -94.3% | +1.8% | -96.1% | -94.3% |
| 3Y | -98.9% | +55.4% | -154.3% | -99.0% |
| 5Y | -99.7% | +7.3% | -107.0% | -99.7% |
| All | -98.2% | +98.2% | -196.5% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling