-80.5%
FCUV vs ALC
-10.2%
-70.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.2% | -11.5% | -14.1% |
| 7D | +62.8% | -2.1% | +64.9% | +62.1% |
| 30D | +66.5% | -0.1% | +66.6% | +68.0% |
| 3M | +459.9% | +5.9% | +454.1% | +451.9% |
| 6M | -12.4% | -15.9% | +3.6% | -2.0% |
| YTD | -47.5% | -10.1% | -37.4% | -44.5% |
| 1Y | -80.5% | -10.2% | -70.3% | -78.9% |
| All | -80.5% | -10.2% | -70.4% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling