-98.6%
FCUV vs ACM
+131.7%
-230.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.7% |
| 7D | -72.0% | -5.9% | -66.1% | -71.6% |
| 30D | -8.0% | -6.2% | -1.8% | -6.9% |
| 3M | +66.3% | -7.9% | +74.2% | +68.6% |
| 6M | -75.3% | -30.6% | -44.7% | -74.3% |
| YTD | -83.0% | -33.3% | -49.7% | -82.2% |
| 1Y | -94.7% | -49.2% | -45.5% | -94.3% |
| 3Y | -99.3% | -23.5% | -75.8% | -99.2% |
| 5Y | -99.9% | +0.9% | -100.8% | -99.8% |
| All | -98.6% | +131.7% | -230.3% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling