-97.7%
FCUV vs EXR
+24.9%
-122.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.2% | -12.4% | -13.4% |
| 7D | +62.8% | -2.6% | +65.4% | +64.0% |
| 30D | +66.5% | -7.2% | +73.7% | +69.4% |
| 3M | +459.9% | -3.5% | +463.4% | +463.5% |
| 6M | -12.4% | -5.3% | -7.1% | -11.2% |
| YTD | -47.5% | +9.4% | -56.9% | -50.1% |
| 1Y | -80.5% | +1.3% | -81.8% | -80.9% |
| All | -97.7% | +24.9% | -122.5% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling