+143.0%
ALB vs FCUV
-87.2%
+230.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.7% | +9.2% | -4.4% |
| 7D | -8.1% | +62.8% | -70.9% | -8.3% |
| 30D | +6.3% | +66.5% | -60.2% | +5.9% |
| 3M | -23.6% | +459.9% | -483.5% | -25.3% |
| 6M | -24.6% | -12.4% | -12.2% | -25.8% |
| YTD | -10.3% | -47.5% | +37.3% | -11.5% |
| 1Y | +61.5% | -80.5% | +142.0% | +59.8% |
| 3Y | -34.0% | -97.6% | +63.7% | -34.6% |
| 5Y | -44.6% | -99.5% | +55.0% | -45.0% |
| 10Y | +76.1% | -95.8% | +171.8% | +74.0% |
| All | +143.0% | -87.2% | +230.3% | +138.7% |
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 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