-99.9%
FCUV vs ACGL
+159.2%
-259.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.4% |
| 7D | -13.0% | +0.9% | -13.8% | -13.1% |
| 30D | -36.9% | +13.7% | -50.6% | -38.3% |
| 3M | -65.3% | +8.0% | -73.4% | -65.6% |
| 6M | -32.9% | +13.3% | -46.2% | -34.2% |
| YTD | -91.2% | +11.8% | -103.1% | -91.4% |
| 1Y | -98.2% | +22.2% | -120.5% | -98.3% |
| 3Y | -99.6% | +32.5% | -132.1% | -99.6% |
| All | -99.9% | +159.2% | -259.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling