-99.9%
FCUV vs ES
+3.4%
-103.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -4.1% |
| 7D | -13.0% | +1.9% | -14.8% | -12.1% |
| 30D | -36.9% | +7.1% | -43.9% | -34.8% |
| 3M | -65.3% | -1.9% | -63.4% | -65.2% |
| 6M | -32.9% | +4.4% | -37.2% | -33.7% |
| YTD | -91.2% | +7.3% | -98.5% | -91.5% |
| 1Y | -98.2% | +2.1% | -100.3% | -98.2% |
| 3Y | -99.6% | +41.8% | -141.4% | -99.6% |
| All | -99.9% | +3.4% | -103.3% | -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