-98.6%
FCUV vs ACM
+135.8%
-234.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.1% | -4.0% | -6.6% |
| 7D | -63.8% | -3.7% | -60.1% | -63.4% |
| 30D | -14.7% | -12.7% | -2.0% | -12.8% |
| 3M | +65.3% | -9.8% | +75.1% | +67.8% |
| 6M | -68.5% | -31.4% | -37.1% | -67.2% |
| YTD | -83.0% | -32.1% | -51.0% | -82.3% |
| 1Y | -94.4% | -47.8% | -46.6% | -94.1% |
| 3Y | -99.3% | -22.1% | -77.2% | -99.2% |
| 5Y | -99.9% | +1.8% | -101.7% | -99.8% |
| All | -98.6% | +135.8% | -234.4% | -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 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