-45.1%
ALB vs FCUV
-99.9%
+54.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.0% | +4.2% | -2.8% |
| 7D | -8.6% | -63.8% | +55.2% | -8.1% |
| 30D | -4.0% | -14.7% | +10.6% | -4.5% |
| 3M | -17.4% | +65.3% | -82.7% | -21.5% |
| 6M | -25.4% | -68.5% | +43.1% | -25.8% |
| YTD | -10.5% | -83.0% | +72.5% | -9.0% |
| 1Y | +75.8% | -94.4% | +170.2% | +86.2% |
| 3Y | -28.5% | -99.3% | +70.8% | -17.9% |
| 5Y | -45.1% | -99.9% | +54.8% | -30.7% |
| All | -45.1% | -99.9% | +54.8% | -30.7% |
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