-99.2%
FCUV vs ACGL
+29.4%
-128.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -2.4% | -62.8% | -65.2% |
| 7D | -47.9% | -2.9% | -45.0% | -47.8% |
| 30D | +13.7% | -2.8% | +16.5% | +13.8% |
| 3M | +97.0% | +6.8% | +90.2% | +94.6% |
| 6M | -66.1% | -1.5% | -64.6% | -66.4% |
| YTD | -81.8% | -0.2% | -81.5% | -82.0% |
| 1Y | -93.3% | +5.3% | -98.6% | -93.4% |
| 3Y | -99.2% | +30.3% | -129.5% | -99.3% |
| All | -99.2% | +29.4% | -128.6% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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