-99.3%
FCUV vs ABCL
-81.2%
-18.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +0.1% | -65.3% | -65.3% |
| 7D | -47.9% | +1.4% | -49.3% | -48.0% |
| 30D | +13.7% | +65.1% | -51.4% | +2.3% |
| 3M | +97.0% | +111.1% | -14.1% | +63.1% |
| 6M | -66.1% | +231.6% | -297.7% | -75.3% |
| YTD | -81.8% | +234.5% | -316.3% | -86.8% |
| 1Y | -93.3% | +174.3% | -267.6% | -94.9% |
| 3Y | -99.2% | +111.5% | -210.7% | -99.4% |
| 5Y | -99.9% | -37.3% | -62.6% | -99.9% |
| All | -99.3% | -81.2% | -18.0% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling