-63.5%
ALB vs FCUV
-99.9%
+36.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.2% |
| 7D | -3.6% | +2.4% | -6.0% | -3.6% |
| 30D | -2.9% | -25.9% | +23.1% | -2.6% |
| 3M | -25.8% | -44.8% | +18.9% | -26.0% |
| 6M | -53.6% | -3.5% | -50.1% | -55.8% |
| YTD | -32.4% | -90.7% | +58.4% | -30.8% |
| 1Y | -13.0% | -97.9% | +84.8% | -5.5% |
| 3Y | -15.0% | -99.5% | +84.5% | -2.5% |
| 5Y | -63.5% | -99.9% | +36.4% | -54.6% |
| All | -63.5% | -99.9% | +36.4% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling