-95.9%
FCUV vs EVRG
+225.0%
-320.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.2% | -5.8% | -7.1% |
| 7D | -63.8% | +0.6% | -64.3% | -63.7% |
| 30D | -14.7% | -0.2% | -14.4% | -14.6% |
| 3M | +65.3% | -0.5% | +65.8% | +65.5% |
| 6M | -68.5% | +0.2% | -68.7% | -68.4% |
| YTD | -83.0% | +14.9% | -97.9% | -83.1% |
| 1Y | -94.4% | +18.2% | -112.6% | -94.4% |
| 3Y | -99.3% | +70.2% | -169.4% | -99.3% |
| 5Y | -99.9% | +45.3% | -145.2% | -99.9% |
| 10Y | -98.6% | +112.4% | -211.0% | -98.5% |
| All | -95.9% | +225.0% | -320.9% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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