-95.9%
FCUV vs XME
+297.0%
-392.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.9% |
| 7D | -63.8% | -0.2% | -63.5% | -63.9% |
| 30D | -14.7% | +1.4% | -16.1% | -15.1% |
| 3M | +65.3% | +2.7% | +62.6% | +63.9% |
| 6M | -68.5% | +6.5% | -75.0% | -69.1% |
| YTD | -83.0% | +15.2% | -98.2% | -83.5% |
| 1Y | -94.4% | +43.5% | -137.9% | -94.8% |
| 3Y | -99.3% | +135.9% | -235.1% | -99.4% |
| 5Y | -99.9% | +181.5% | -281.3% | -99.9% |
| 10Y | -98.6% | +436.9% | -535.5% | -98.9% |
| All | -95.9% | +297.0% | -392.9% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling