-99.6%
FCUV vs EXPD
+68.8%
-168.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.8% |
| 7D | -13.0% | -7.2% | -5.8% | -9.6% |
| 30D | -36.9% | -3.3% | -33.6% | -35.8% |
| 3M | -65.3% | +3.4% | -68.7% | -65.4% |
| 6M | -32.9% | +22.7% | -55.6% | -37.1% |
| YTD | -91.2% | +24.5% | -115.7% | -91.9% |
| 1Y | -98.2% | +38.6% | -136.9% | -98.4% |
| 3Y | -99.6% | +71.5% | -171.1% | -99.7% |
| All | -99.6% | +68.8% | -168.4% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling