-99.9%
FCUV vs ESTC
-51.0%
-48.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -4.7% | -2.6% | -2.0% | -4.1% |
| 30D | -23.2% | -8.6% | -14.6% | -21.5% |
| 3M | -49.2% | +14.4% | -63.5% | -50.7% |
| 6M | -9.2% | +73.3% | -82.5% | -21.3% |
| YTD | -90.6% | +15.7% | -106.3% | -91.1% |
| 1Y | -97.9% | -7.6% | -90.3% | -97.9% |
| 3Y | -99.5% | +14.6% | -114.1% | -99.6% |
| 5Y | -99.9% | -50.0% | -49.8% | -99.9% |
| All | -99.9% | -51.0% | -48.9% | -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