-99.9%
FCUV vs EXR
-0.9%
-99.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | -4.7% | -1.1% | -3.6% | -4.4% |
| 30D | -23.2% | +18.8% | -41.9% | -27.2% |
| 3M | -49.2% | +9.9% | -59.1% | -50.7% |
| 6M | -9.2% | +12.6% | -21.9% | -12.9% |
| YTD | -90.6% | +26.5% | -117.1% | -91.4% |
| 1Y | -97.9% | +24.5% | -122.4% | -98.1% |
| 3Y | -99.5% | +52.4% | -151.9% | -99.6% |
| 5Y | -99.9% | -1.5% | -98.3% | -99.9% |
| All | -99.9% | -0.9% | -99.0% | -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