+27.8%
FCUV vs EXEL
+36.5%
-8.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -1.2% | +137.2% | +137.1% |
| 7D | +148.8% | -0.8% | +149.6% | +145.4% |
| 30D | +95.0% | +13.1% | +81.9% | +23.5% |
| 3M | +27.8% | +36.3% | -8.5% | -65.2% |
| All | +27.8% | +36.5% | -8.7% | -65.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling