-99.2%
FCUV vs ESTC
+11.7%
-110.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -3.7% | -61.5% | -64.4% |
| 7D | -47.9% | -4.3% | -43.6% | -46.4% |
| 30D | +13.7% | +17.7% | -4.1% | +11.0% |
| 3M | +97.0% | +42.3% | +54.7% | +83.2% |
| 6M | -66.1% | +64.6% | -130.7% | -69.1% |
| YTD | -81.8% | +17.2% | -99.0% | -82.8% |
| 1Y | -93.3% | -4.2% | -89.1% | -93.6% |
| 3Y | -99.2% | +13.5% | -112.7% | -99.2% |
| All | -99.2% | +11.7% | -110.9% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling