-98.6%
FCUV vs ESI
+312.8%
-411.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.1% |
| 7D | -66.5% | -4.6% | -61.8% | -66.2% |
| 30D | +5.0% | -10.5% | +15.5% | +7.2% |
| 3M | +63.8% | -19.8% | +83.6% | +67.7% |
| 6M | -67.8% | +5.8% | -73.6% | -69.6% |
| YTD | -82.4% | +38.3% | -120.7% | -84.3% |
| 1Y | -94.7% | +31.5% | -126.3% | -95.2% |
| 3Y | -99.3% | +80.7% | -179.9% | -99.4% |
| 5Y | -99.9% | +69.4% | -169.3% | -99.9% |
| All | -98.6% | +312.8% | -411.3% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling