+121.0%
FCUV vs ESI
-25.4%
+146.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.7% | +136.7% | +136.7% |
| 7D | +148.8% | +5.5% | +143.3% | +132.5% |
| 30D | +95.0% | -7.8% | +102.8% | +111.5% |
| 3M | +27.8% | -15.0% | +42.8% | +49.9% |
| 6M | +121.0% | -24.9% | +145.9% | +64.1% |
| All | +121.0% | -25.4% | +146.3% | +64.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling