-99.5%
FCUV vs ALC
+30.4%
-129.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +3.2% | +132.8% | +134.9% |
| 7D | +148.8% | -1.1% | +149.9% | +150.3% |
| 30D | +95.0% | +16.0% | +79.0% | +86.9% |
| 3M | +27.8% | +0.8% | +27.0% | +28.7% |
| 6M | +121.0% | +16.8% | +104.1% | +110.4% |
| YTD | -78.1% | -5.5% | -72.7% | -77.6% |
| 1Y | -94.3% | -5.3% | -89.0% | -94.1% |
| 3Y | -98.9% | +4.1% | -103.0% | -99.0% |
| 5Y | -99.7% | -7.1% | -92.6% | -99.7% |
| All | -99.5% | +30.4% | -129.9% | -99.5% |
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