-99.5%
FCUV vs EXR
+54.2%
-153.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | -4.7% | -1.1% | -3.6% | -4.4% |
| 30D | -23.2% | +18.8% | -41.9% | -26.4% |
| 3M | -49.2% | +9.9% | -59.1% | -50.3% |
| 6M | -9.2% | +12.6% | -21.9% | -12.2% |
| YTD | -90.6% | +26.5% | -117.1% | -91.4% |
| 1Y | -97.9% | +24.5% | -122.4% | -98.1% |
| All | -99.5% | +54.2% | -153.7% | -99.6% |
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