+257.6%
ALAB vs FCUV
-97.0%
+354.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +136.0% | -138.6% | -3.7% |
| 7D | +16.3% | +148.8% | -132.5% | +15.0% |
| 30D | -26.1% | +95.0% | -121.2% | -26.8% |
| 3M | -31.3% | +27.8% | -59.1% | -31.9% |
| 6M | -1.0% | +121.0% | -122.0% | -5.8% |
| YTD | +33.3% | -78.1% | +111.5% | +34.1% |
| 1Y | +53.5% | -94.3% | +147.8% | +59.6% |
| All | +257.6% | -97.0% | +354.6% | +223.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling