-97.7%
FCUV vs ACGL
+504.2%
-602.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -4.7% | -1.4% | -3.3% | -4.7% |
| 30D | -23.2% | +12.4% | -35.5% | -23.3% |
| 3M | -49.2% | +11.1% | -60.3% | -49.2% |
| 6M | -9.2% | +16.3% | -25.6% | -9.6% |
| YTD | -90.6% | +13.8% | -104.4% | -90.6% |
| 1Y | -97.9% | +20.4% | -118.3% | -97.9% |
| 3Y | -99.5% | +33.6% | -133.1% | -99.5% |
| 5Y | -99.9% | +176.8% | -276.7% | -99.9% |
| 10Y | -99.2% | +324.6% | -423.8% | -99.1% |
| All | -97.7% | +504.2% | -602.0% | -95.3% |
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 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