-94.9%
FCUV vs EXEL
+52.0%
-146.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | -2.5% |
| 7D | -72.0% | -2.9% | -69.1% | -75.7% |
| 30D | -8.0% | +11.9% | -19.9% | +1.4% |
| 3M | +66.3% | +9.2% | +57.0% | +67.4% |
| 6M | -75.3% | +39.1% | -114.4% | -73.5% |
| YTD | -83.0% | +31.0% | -114.0% | -81.9% |
| All | -94.9% | +52.0% | -146.9% | -94.3% |
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