-99.9%
FCUV vs ES
-2.9%
-97.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +0.6% | -65.9% | -65.0% |
| 7D | -47.9% | +1.4% | -49.3% | -47.5% |
| 30D | +13.7% | -1.2% | +14.8% | +13.6% |
| 3M | +97.0% | +5.0% | +92.0% | +94.9% |
| 6M | -66.1% | -2.8% | -63.3% | -66.0% |
| YTD | -81.8% | +8.6% | -90.3% | -82.3% |
| 1Y | -93.3% | +18.9% | -112.2% | -93.7% |
| 3Y | -99.2% | +32.1% | -131.4% | -99.3% |
| 5Y | -99.9% | -5.1% | -94.8% | -99.9% |
| All | -99.9% | -2.9% | -97.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling