-87.2%
FCUV vs EXEL
+3,272.0%
-3,359.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.2% | -13.5% | -13.7% |
| 7D | +62.8% | +8.4% | +54.5% | +64.5% |
| 30D | +66.5% | +4.1% | +62.4% | +67.0% |
| 3M | +459.9% | +12.4% | +447.5% | +469.7% |
| 6M | -12.4% | +41.5% | -53.9% | -9.2% |
| YTD | -47.5% | +34.6% | -82.2% | -45.8% |
| 1Y | -80.5% | +57.9% | -138.4% | -79.6% |
| 3Y | -97.6% | +159.5% | -257.1% | -97.4% |
| 5Y | -99.5% | +198.5% | -298.0% | -99.5% |
| 10Y | -95.8% | +411.4% | -507.1% | -94.8% |
| All | -87.2% | +3,272.0% | -3,359.2% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling