-99.3%
FCUV vs ACM
+131.3%
-230.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +2.4% | +5.1% | -2.7% | +1.6% |
| 30D | -25.9% | +18.7% | -44.6% | -27.9% |
| 3M | -44.8% | +15.5% | -60.2% | -46.0% |
| 6M | -3.5% | +1.2% | -4.7% | -3.7% |
| YTD | -90.7% | -25.2% | -65.5% | -90.5% |
| 1Y | -97.9% | -46.3% | -51.6% | -97.8% |
| 3Y | -99.5% | -9.6% | -90.0% | -99.5% |
| 5Y | -99.9% | +4.4% | -104.3% | -99.9% |
| All | -99.3% | +131.3% | -230.6% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling