-87.2%
FCUV vs ES
+118.6%
-205.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.6% | -13.1% | -13.8% |
| 7D | +62.8% | +0.3% | +62.5% | +62.7% |
| 30D | +66.5% | -2.0% | +68.5% | +65.7% |
| 3M | +459.9% | +1.7% | +458.3% | +458.8% |
| 6M | -12.4% | -3.5% | -8.8% | -12.4% |
| YTD | -47.5% | +7.9% | -55.4% | -47.7% |
| 1Y | -80.5% | +17.2% | -97.7% | -80.6% |
| 3Y | -97.6% | +29.3% | -126.9% | -97.7% |
| 5Y | -99.5% | -5.7% | -93.8% | -99.6% |
| 10Y | -95.8% | +85.2% | -181.0% | -93.5% |
| All | -87.2% | +118.6% | -205.9% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling