-98.6%
FCUV vs ES
+83.3%
-181.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.2% |
| 7D | -72.0% | -3.5% | -68.5% | -72.1% |
| 30D | -8.0% | -3.0% | -5.0% | -8.3% |
| 3M | +66.3% | -0.3% | +66.5% | +64.3% |
| 6M | -75.3% | -5.2% | -70.1% | -75.5% |
| YTD | -83.0% | +4.8% | -87.7% | -83.4% |
| 1Y | -94.7% | +12.7% | -107.4% | -94.9% |
| 3Y | -99.3% | +27.5% | -126.8% | -99.3% |
| 5Y | -99.9% | -4.7% | -95.2% | -99.9% |
| All | -98.6% | +83.3% | -181.9% | -98.5% |
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