-94.7%
FCUV vs ESI
+40.6%
-135.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.7% | +136.7% | +136.1% |
| 7D | +148.8% | +5.5% | +143.3% | +146.4% |
| 30D | +95.0% | -7.8% | +102.8% | +97.5% |
| 3M | +27.8% | -15.0% | +42.8% | +30.3% |
| 6M | +121.0% | -24.9% | +145.9% | +125.3% |
| YTD | -78.1% | +33.2% | -111.4% | -79.4% |
| 1Y | -94.3% | +24.9% | -119.2% | -94.5% |
| 3Y | -98.9% | +77.8% | -176.7% | -99.0% |
| 5Y | -99.7% | +37.1% | -136.8% | -99.7% |
| 10Y | -98.2% | +320.5% | -418.7% | -98.2% |
| All | -94.7% | +40.6% | -135.3% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling