-94.7%
FCUV vs EXR
+327.9%
-422.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.2% | +135.8% | +136.0% |
| 7D | +148.8% | -0.4% | +149.2% | +149.0% |
| 30D | +95.0% | +18.2% | +76.8% | +89.9% |
| 3M | +27.8% | +7.3% | +20.5% | +26.3% |
| 6M | +121.0% | +13.8% | +107.1% | +116.0% |
| YTD | -78.1% | +25.9% | -104.1% | -79.1% |
| 1Y | -94.3% | +25.8% | -120.1% | -94.5% |
| 3Y | -98.9% | +53.7% | -152.6% | -99.0% |
| 5Y | -99.7% | -1.8% | -97.9% | -99.7% |
| 10Y | -98.2% | +214.5% | -312.8% | -97.7% |
| All | -94.7% | +327.9% | -422.5% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling