-99.7%
FCUV vs ESTC
+19.3%
-119.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.0% | +1.2% |
| 7D | -72.0% | -13.2% | -58.8% | -70.6% |
| 30D | -8.0% | +9.3% | -17.3% | -8.9% |
| 3M | +66.3% | +37.3% | +28.9% | +55.3% |
| 6M | -75.3% | +61.0% | -136.3% | -77.7% |
| YTD | -83.0% | +10.7% | -93.6% | -83.5% |
| 1Y | -94.7% | -7.2% | -87.5% | -94.7% |
| 3Y | -99.3% | +7.2% | -106.4% | -99.3% |
| 5Y | -99.9% | -47.7% | -52.1% | -99.9% |
| All | -99.7% | +19.3% | -119.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling