-99.6%
FCUV vs ALC
+16.1%
-115.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.0% | +3.5% |
| 7D | -66.5% | -6.3% | -60.1% | -65.5% |
| 30D | +5.0% | -10.3% | +15.2% | +9.4% |
| 3M | +63.8% | -0.7% | +64.5% | +64.3% |
| 6M | -67.8% | -17.8% | -50.0% | -65.6% |
| YTD | -82.4% | -15.8% | -66.6% | -81.4% |
| 1Y | -94.7% | -16.7% | -78.0% | -94.4% |
| 3Y | -99.3% | -19.7% | -79.5% | -99.2% |
| 5Y | -99.9% | -19.8% | -80.1% | -99.8% |
| All | -99.6% | +16.1% | -115.7% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling