-80.5%
FCUV vs ESI
+44.5%
-125.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +2.9% | -16.6% | -15.6% |
| 7D | +62.8% | +3.3% | +59.5% | +58.5% |
| 30D | +66.5% | -5.9% | +72.4% | +71.3% |
| 3M | +459.9% | -14.1% | +474.0% | +416.7% |
| 6M | -12.4% | +6.6% | -18.9% | -31.1% |
| YTD | -47.5% | +45.0% | -92.6% | -69.6% |
| 1Y | -80.5% | +41.5% | -122.0% | -87.5% |
| All | -80.5% | +44.5% | -125.1% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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