-99.6%
FCUV vs ABCL
+156.0%
-255.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.7% | -9.6% | -4.6% |
| 7D | -13.0% | -3.2% | -9.8% | -12.5% |
| 30D | -36.9% | -7.4% | -29.5% | -36.0% |
| 3M | -65.3% | +81.9% | -147.3% | -70.8% |
| 6M | -32.9% | +135.7% | -168.6% | -50.2% |
| YTD | -91.2% | +247.4% | -338.6% | -94.4% |
| 1Y | -98.2% | +162.3% | -260.5% | -98.8% |
| 3Y | -99.6% | +165.5% | -265.1% | -99.8% |
| All | -99.6% | +156.0% | -255.6% | -99.8% |
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