+80.2%
ALB vs FCUV
-98.6%
+178.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -7.6% | -72.0% | +64.4% | -7.3% |
| 30D | -5.6% | -8.0% | +2.4% | -5.8% |
| 3M | -16.8% | +66.3% | -83.1% | -18.7% |
| 6M | -26.3% | -75.3% | +49.0% | -27.4% |
| YTD | -13.2% | -83.0% | +69.7% | -14.4% |
| 1Y | +68.8% | -94.7% | +163.4% | +67.5% |
| 3Y | -30.7% | -99.3% | +68.6% | -31.2% |
| 5Y | -46.3% | -99.9% | +53.6% | -46.5% |
| All | +80.2% | -98.6% | +178.8% | +70.9% |
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