-80.5%
FCUV vs EXEL
+59.2%
-139.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.2% | -13.5% | -14.1% |
| 7D | +62.8% | +8.4% | +54.5% | +85.9% |
| 30D | +66.5% | +4.1% | +62.4% | +64.0% |
| 3M | +459.9% | +12.4% | +447.5% | +545.2% |
| 6M | -12.4% | +41.5% | -53.9% | +6.4% |
| YTD | -47.5% | +34.6% | -82.2% | -36.7% |
| 1Y | -80.5% | +57.9% | -138.4% | -76.9% |
| All | -80.5% | +59.2% | -139.7% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling