-97.9%
FCUV vs EXPD
+405.3%
-503.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.3% |
| 7D | -15.4% | -5.5% | -9.9% | -14.0% |
| 30D | -32.9% | -1.9% | -31.0% | -32.4% |
| 3M | -46.2% | +6.1% | -52.2% | -46.6% |
| 6M | -30.0% | +21.6% | -51.6% | -32.8% |
| YTD | -91.4% | +27.9% | -119.2% | -91.9% |
| 1Y | -98.1% | +39.4% | -137.5% | -98.2% |
| 3Y | -99.6% | +72.7% | -172.3% | -99.6% |
| 5Y | -99.9% | +60.3% | -160.2% | -99.9% |
| 10Y | -99.3% | +332.6% | -431.9% | -99.6% |
| All | -97.9% | +405.3% | -503.2% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling