-99.6%
FCUV vs ABCL
-81.0%
-18.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -1.1% |
| 7D | +2.4% | +4.4% | -2.0% | +1.2% |
| 30D | -25.9% | -7.9% | -18.1% | -25.0% |
| 3M | -44.8% | +12.2% | -57.0% | -46.6% |
| 6M | -3.5% | +134.7% | -138.2% | -23.4% |
| YTD | -90.7% | +239.8% | -330.5% | -93.4% |
| 1Y | -97.9% | +192.7% | -290.6% | -98.4% |
| 3Y | -99.5% | +187.6% | -287.2% | -99.7% |
| 5Y | -99.9% | -22.6% | -77.2% | -99.9% |
| All | -99.6% | -81.0% | -18.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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