-99.2%
FCUV vs ES
+94.9%
-194.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +4.3% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -23.2% | +6.7% | -29.9% | -22.3% |
| 3M | -49.2% | +0.3% | -49.5% | -49.0% |
| 6M | -9.2% | +7.4% | -16.6% | -10.3% |
| YTD | -90.6% | +8.4% | -99.0% | -90.8% |
| 1Y | -97.9% | +0.6% | -98.5% | -97.9% |
| 3Y | -99.5% | +50.6% | -150.1% | -99.6% |
| 5Y | -99.9% | +4.8% | -104.7% | -99.9% |
| All | -99.2% | +94.9% | -194.2% | -99.1% |
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