-98.6%
FCUV vs XME
+421.4%
-519.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.4% |
| 7D | -66.5% | -4.2% | -62.3% | -66.4% |
| 30D | +5.0% | -2.7% | +7.7% | +5.0% |
| 3M | +63.8% | -3.9% | +67.7% | +64.3% |
| 6M | -67.8% | -1.0% | -66.9% | -68.1% |
| YTD | -82.4% | +9.8% | -92.2% | -82.9% |
| 1Y | -94.7% | +32.5% | -127.3% | -95.1% |
| 3Y | -99.3% | +124.3% | -223.6% | -99.4% |
| 5Y | -99.9% | +165.8% | -265.7% | -99.9% |
| All | -98.6% | +421.4% | -519.9% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling