-99.2%
FCUV vs ALC
-15.5%
-83.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -2.0% | -63.3% | -65.0% |
| 7D | -47.9% | -3.7% | -44.3% | -47.5% |
| 30D | +13.7% | -3.7% | +17.4% | +14.7% |
| 3M | +97.0% | +4.6% | +92.4% | +95.0% |
| 6M | -66.1% | -14.6% | -51.5% | -64.5% |
| YTD | -81.8% | -11.9% | -69.9% | -81.1% |
| 1Y | -93.3% | -13.1% | -80.1% | -93.0% |
| 3Y | -99.2% | -15.0% | -84.2% | -99.2% |
| All | -99.2% | -15.5% | -83.7% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling