-99.3%
FCUV vs ESI
+81.4%
-180.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.2% | -5.8% | -6.4% |
| 7D | -63.8% | +3.9% | -67.7% | -64.8% |
| 30D | -14.7% | -3.8% | -10.9% | -14.5% |
| 3M | +65.3% | -13.1% | +78.4% | +62.6% |
| 6M | -68.5% | +11.3% | -79.8% | -74.0% |
| YTD | -83.0% | +44.1% | -127.1% | -87.9% |
| 1Y | -94.4% | +40.3% | -134.7% | -95.9% |
| All | -99.3% | +81.4% | -180.6% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling