-99.3%
FCUV vs ES
+87.3%
-186.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.5% | +4.7% |
| 7D | -15.3% | +0.9% | -16.2% | -15.2% |
| 30D | -29.7% | +5.9% | -35.7% | -29.0% |
| 3M | -54.5% | -1.0% | -53.5% | -54.4% |
| 6M | -26.7% | +7.2% | -33.9% | -27.9% |
| YTD | -91.0% | +7.0% | -97.9% | -91.1% |
| 1Y | -98.0% | +0.5% | -98.5% | -98.0% |
| 3Y | -99.5% | +48.7% | -148.2% | -99.6% |
| 5Y | -99.9% | +1.9% | -101.8% | -99.9% |
| 10Y | -99.3% | +89.2% | -188.4% | -99.2% |
| All | -99.3% | +87.3% | -186.6% | -99.2% |
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