-87.2%
FCUV vs ESI
+53.1%
-140.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +2.9% | -16.6% | -14.1% |
| 7D | +62.8% | +3.3% | +59.5% | +61.8% |
| 30D | +66.5% | -5.9% | +72.4% | +67.6% |
| 3M | +459.9% | -14.1% | +474.0% | +462.7% |
| 6M | -12.4% | +6.6% | -18.9% | -15.1% |
| YTD | -47.5% | +45.0% | -92.6% | -51.0% |
| 1Y | -80.5% | +41.5% | -122.0% | -81.7% |
| 3Y | -97.6% | +78.8% | -176.4% | -97.8% |
| 5Y | -99.5% | +70.9% | -170.4% | -99.6% |
| 10Y | -95.8% | +317.1% | -412.8% | -95.8% |
| All | -87.2% | +53.1% | -140.3% | -91.7% |
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 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