-94.7%
FCUV vs ESTC
-7.7%
-87.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -66.5% | -9.2% | -57.3% | -63.8% |
| 30D | +5.0% | +8.1% | -3.1% | +3.8% |
| 3M | +63.8% | +38.5% | +25.3% | +44.6% |
| 6M | -67.8% | +57.8% | -125.6% | -72.0% |
| YTD | -82.4% | +10.5% | -92.9% | -85.5% |
| 1Y | -94.7% | -6.4% | -88.4% | -95.2% |
| All | -94.7% | -7.7% | -87.0% | -95.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling