-94.3%
FCUV vs ALC
-6.0%
-88.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +3.2% | +132.8% | +135.2% |
| 7D | +148.8% | -1.1% | +149.9% | +145.3% |
| 30D | +95.0% | +16.0% | +79.0% | +99.2% |
| 3M | +27.8% | +0.8% | +27.0% | +26.8% |
| 6M | +121.0% | +16.8% | +104.1% | +117.6% |
| YTD | -78.1% | -5.5% | -72.7% | -77.3% |
| 1Y | -94.3% | -5.3% | -89.0% | -94.1% |
| All | -94.3% | -6.0% | -88.2% | -94.1% |
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