-29.2%
ALB vs FCUV
-99.2%
+70.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.0% | +4.2% | -2.8% |
| 7D | -8.6% | -63.8% | +55.2% | -8.4% |
| 30D | -4.0% | -14.7% | +10.6% | -4.2% |
| 3M | -17.4% | +65.3% | -82.7% | -19.0% |
| 6M | -25.4% | -68.5% | +43.1% | -25.0% |
| YTD | -10.5% | -83.0% | +72.5% | -9.0% |
| 1Y | +75.8% | -94.4% | +170.2% | +82.8% |
| All | -29.2% | -99.2% | +70.0% | -18.2% |
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