-99.6%
FCUV vs ESTC
+25.9%
-125.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -1.0% | +137.0% | +136.2% |
| 7D | +148.8% | +2.4% | +146.4% | +146.9% |
| 30D | +95.0% | -4.2% | +99.3% | +96.2% |
| 3M | +27.8% | +2.5% | +25.3% | +27.7% |
| 6M | +121.0% | +81.5% | +39.5% | +94.1% |
| YTD | -78.1% | +16.8% | -95.0% | -79.3% |
| 1Y | -94.3% | -3.5% | -90.8% | -94.4% |
| 3Y | -98.9% | +17.7% | -116.6% | -99.0% |
| 5Y | -99.7% | -51.7% | -48.0% | -99.7% |
| All | -99.6% | +25.9% | -125.5% | -99.7% |
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