+369.5%
ALAB vs FCUV
-97.6%
+467.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +2.3% |
| 7D | -6.2% | -66.5% | +60.3% | -5.6% |
| 30D | -8.7% | +5.0% | -13.6% | -9.0% |
| 3M | -20.7% | +63.8% | -84.5% | -23.8% |
| 6M | +133.5% | -67.8% | +201.4% | +132.7% |
| YTD | +75.1% | -82.4% | +157.5% | +77.0% |
| 1Y | +25.0% | -94.7% | +119.8% | +29.9% |
| All | +369.5% | -97.6% | +467.1% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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