-98.2%
FCUV vs EXPD
+335.0%
-433.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.4% | +136.4% | +136.1% |
| 7D | +148.8% | +5.5% | +143.3% | +144.7% |
| 30D | +95.0% | -0.8% | +95.8% | +95.6% |
| 3M | +27.8% | +4.1% | +23.7% | +27.3% |
| 6M | +121.0% | +25.7% | +95.3% | +109.4% |
| YTD | -78.1% | +31.4% | -109.6% | -79.6% |
| 1Y | -94.3% | +42.2% | -136.4% | -94.8% |
| 3Y | -98.9% | +77.2% | -176.1% | -99.1% |
| 5Y | -99.7% | +61.0% | -160.7% | -99.7% |
| All | -98.2% | +335.0% | -433.2% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling