-99.1%
FCUV vs ESTC
+31.2%
-130.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.5% | -9.2% | -12.7% |
| 7D | +62.8% | -8.1% | +70.9% | +65.8% |
| 30D | +66.5% | +31.7% | +34.8% | +54.6% |
| 3M | +459.9% | +41.1% | +418.9% | +411.0% |
| 6M | -12.4% | +77.1% | -89.4% | -23.8% |
| YTD | -47.5% | +21.7% | -69.2% | -51.1% |
| 1Y | -80.5% | +8.4% | -88.9% | -81.7% |
| 3Y | -97.6% | +23.6% | -121.3% | -97.9% |
| 5Y | -99.5% | -46.5% | -53.1% | -99.6% |
| All | -99.1% | +31.2% | -130.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling