-99.5%
FCUV vs ALC
+2.0%
-101.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.3% | +4.2% |
| 7D | -4.7% | -6.3% | +1.6% | -4.3% |
| 30D | -23.2% | +12.6% | -35.8% | -24.2% |
| 3M | -49.2% | -3.8% | -45.3% | -48.8% |
| 6M | -9.2% | +16.8% | -26.1% | -12.4% |
| YTD | -90.6% | -7.6% | -83.0% | -90.3% |
| 1Y | -97.9% | -5.9% | -92.0% | -97.8% |
| All | -99.5% | +2.0% | -101.6% | -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 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