-94.4%
FCUV vs ES
+17.2%
-111.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.6% | -11.5% |
| 7D | -63.8% | 0.0% | -63.8% | -63.1% |
| 30D | -14.7% | -1.0% | -13.6% | -16.2% |
| 3M | +65.3% | +1.5% | +63.8% | +63.6% |
| 6M | -68.5% | -3.5% | -65.0% | -68.5% |
| YTD | -83.0% | +7.0% | -90.0% | -82.9% |
| 1Y | -94.4% | +15.3% | -109.7% | -94.4% |
| All | -94.4% | +17.2% | -111.6% | -94.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling