+400.4%
ALAB vs FCUV
-92.8%
+493.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -13.7% | +23.4% | +9.9% |
| 7D | +7.2% | +62.8% | -55.6% | +6.7% |
| 30D | -2.5% | +66.5% | -69.0% | -3.1% |
| 3M | -13.3% | +459.9% | -473.3% | -17.6% |
| 6M | +172.8% | -12.4% | +185.2% | +170.1% |
| YTD | +86.6% | -47.5% | +134.1% | +87.5% |
| 1Y | +65.2% | -80.5% | +145.7% | +69.3% |
| All | +400.4% | -92.8% | +493.2% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling