-99.9%
FCUV vs EXEL
+192.6%
-292.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | 0.0% |
| 7D | -72.0% | -2.9% | -69.1% | -72.6% |
| 30D | -8.0% | +11.9% | -19.9% | -6.2% |
| 3M | +66.3% | +9.2% | +57.0% | +67.2% |
| 6M | -75.3% | +39.1% | -114.4% | -75.5% |
| YTD | -83.0% | +31.0% | -114.0% | -83.0% |
| 1Y | -94.7% | +52.3% | -147.0% | -94.7% |
| 3Y | -99.3% | +159.7% | -259.0% | -99.3% |
| 5Y | -99.9% | +187.7% | -287.6% | -99.9% |
| All | -99.9% | +192.6% | -292.4% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling