-99.9%
FCUV vs EXR
-10.8%
-89.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.1% | -65.2% | -65.2% |
| 7D | -47.9% | -0.7% | -47.2% | -47.8% |
| 30D | +13.7% | -6.9% | +20.6% | +16.0% |
| 3M | +97.0% | -3.0% | +100.0% | +98.6% |
| 6M | -66.1% | -2.9% | -63.2% | -66.0% |
| YTD | -81.8% | +9.3% | -91.0% | -82.6% |
| 1Y | -93.3% | -0.9% | -92.3% | -93.4% |
| 3Y | -99.2% | +24.7% | -123.9% | -99.3% |
| 5Y | -99.9% | -11.7% | -88.2% | -99.9% |
| All | -99.9% | -10.8% | -89.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling