-99.3%
FCUV vs XME
+124.3%
-223.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.8% |
| 7D | -72.0% | -3.0% | -68.9% | -71.9% |
| 30D | -8.0% | -2.6% | -5.4% | -8.0% |
| 3M | +66.3% | +2.2% | +64.1% | +67.6% |
| 6M | -75.3% | +0.7% | -76.0% | -75.3% |
| YTD | -83.0% | +10.9% | -93.9% | -83.3% |
| 1Y | -94.7% | +35.7% | -130.4% | -95.1% |
| All | -99.3% | +124.3% | -223.6% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling