-87.2%
FCUV vs ACGL
+443.0%
-530.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.7% | -11.9% | -13.7% |
| 7D | +62.8% | -0.7% | +63.6% | +62.8% |
| 30D | +66.5% | -1.0% | +67.5% | +66.4% |
| 3M | +459.9% | +11.0% | +448.9% | +458.1% |
| 6M | -12.4% | -0.3% | -12.0% | -12.6% |
| YTD | -47.5% | +2.3% | -49.8% | -47.7% |
| 1Y | -80.5% | +6.4% | -86.9% | -80.6% |
| 3Y | -97.6% | +34.0% | -131.6% | -97.6% |
| 5Y | -99.5% | +161.6% | -261.2% | -99.5% |
| 10Y | -95.8% | +278.6% | -374.3% | -95.1% |
| All | -87.2% | +443.0% | -530.2% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling