-98.0%
FCUV vs XME
+5.2%
-103.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.0% | -6.5% | -7.8% |
| 7D | -8.6% | -5.5% | -3.1% | -10.3% |
| 30D | -25.9% | -11.1% | -14.8% | -29.0% |
| 3M | -69.8% | -11.1% | -58.7% | -70.4% |
| 6M | -31.6% | -18.0% | -13.6% | -31.7% |
| YTD | -90.1% | -7.4% | -82.7% | -90.1% |
| 1Y | -98.0% | +6.7% | -104.7% | -98.1% |
| All | -98.0% | +5.2% | -103.2% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling