-99.9%
FCUV vs ESTC
-46.4%
-53.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.1% | -4.9% | -6.5% |
| 7D | -63.8% | -3.3% | -60.4% | -62.5% |
| 30D | -14.7% | +13.4% | -28.1% | -16.5% |
| 3M | +65.3% | +41.3% | +24.0% | +51.0% |
| 6M | -68.5% | +62.6% | -131.1% | -72.3% |
| YTD | -83.0% | +14.8% | -97.8% | -83.9% |
| 1Y | -94.4% | -5.1% | -89.4% | -94.6% |
| 3Y | -99.3% | +11.2% | -110.4% | -99.4% |
| 5Y | -99.9% | -47.0% | -52.9% | -99.9% |
| All | -99.9% | -46.4% | -53.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling