-99.3%
FCUV vs EXR
+215.7%
-315.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +2.4% | -1.2% | +3.6% | +2.7% |
| 30D | -25.9% | +18.3% | -44.2% | -29.6% |
| 3M | -44.8% | +9.1% | -53.8% | -46.2% |
| 6M | -3.5% | +11.7% | -15.2% | -7.1% |
| YTD | -90.7% | +25.7% | -116.4% | -91.5% |
| 1Y | -97.9% | +24.9% | -122.8% | -98.0% |
| 3Y | -99.5% | +51.4% | -151.0% | -99.6% |
| 5Y | -99.9% | -1.9% | -97.9% | -99.9% |
| All | -99.3% | +215.7% | -315.0% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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