+365.7%
ALAB vs FCUV
-97.5%
+463.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -65.2% | +58.3% | -6.4% |
| 7D | +3.2% | -47.9% | +51.1% | +3.4% |
| 30D | -13.6% | +13.7% | -27.2% | -14.0% |
| 3M | -16.6% | +97.0% | -113.6% | -20.3% |
| 6M | +142.3% | -66.1% | +208.4% | +140.3% |
| YTD | +73.6% | -81.8% | +155.4% | +75.5% |
| 1Y | +33.7% | -93.3% | +126.9% | +37.9% |
| All | +365.7% | -97.5% | +463.2% | +322.8% |
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