-97.7%
FCUV vs ABCL
+109.3%
-207.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.2% | -12.5% | -13.4% |
| 7D | +62.8% | +0.7% | +62.1% | +62.7% |
| 30D | +66.5% | +93.1% | -26.6% | +39.8% |
| 3M | +459.9% | +79.4% | +380.5% | +365.9% |
| 6M | -12.4% | +214.9% | -227.2% | -40.2% |
| YTD | -47.5% | +234.2% | -281.7% | -65.3% |
| 1Y | -80.5% | +174.8% | -255.3% | -86.3% |
| All | -97.7% | +109.3% | -207.0% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling