-66.1%
FCUV vs ESI
+19.7%
-85.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +0.6% | -65.8% | -65.5% |
| 7D | -47.9% | +5.4% | -53.3% | -49.4% |
| 30D | +13.7% | -4.2% | +17.8% | +13.9% |
| 3M | +97.0% | -9.6% | +106.6% | +59.7% |
| All | -66.1% | +19.7% | -85.8% | -66.8% |
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