-99.9%
FCUV vs ALC
-10.6%
-89.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.3% | +4.7% |
| 7D | -4.7% | -6.3% | +1.6% | -3.0% |
| 30D | -23.2% | +12.6% | -35.8% | -26.2% |
| 3M | -49.2% | -3.8% | -45.3% | -48.3% |
| 6M | -9.2% | +16.8% | -26.1% | -14.7% |
| YTD | -90.6% | -7.6% | -83.0% | -90.3% |
| 1Y | -97.9% | -5.9% | -92.0% | -97.8% |
| 3Y | -99.5% | +0.6% | -100.1% | -99.6% |
| 5Y | -99.9% | -9.5% | -90.4% | -99.9% |
| All | -99.9% | -10.6% | -89.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling