-99.9%
FCUV vs EXPD
+60.9%
-160.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -1.5% | -63.7% | -64.4% |
| 7D | -47.9% | -0.9% | -47.0% | -47.0% |
| 30D | +13.7% | +4.1% | +9.6% | +12.6% |
| 3M | +97.0% | +13.8% | +83.2% | +86.4% |
| 6M | -66.1% | +27.3% | -93.4% | -69.9% |
| YTD | -81.8% | +25.4% | -107.2% | -83.8% |
| 1Y | -93.3% | +54.4% | -147.7% | -94.8% |
| 3Y | -99.2% | +67.9% | -167.1% | -99.4% |
| 5Y | -99.9% | +59.2% | -159.0% | -99.9% |
| All | -99.9% | +60.9% | -160.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXPD 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling