-98.8%
FCUV vs ALC
+24.0%
-122.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.2% | -11.5% | -13.1% |
| 7D | +62.8% | -2.1% | +64.9% | +63.9% |
| 30D | +66.5% | -0.1% | +66.6% | +66.2% |
| 3M | +459.9% | +5.9% | +454.1% | +445.7% |
| 6M | -12.4% | -15.9% | +3.6% | -7.7% |
| YTD | -47.5% | -10.1% | -37.4% | -46.0% |
| 1Y | -80.5% | -10.2% | -70.3% | -80.0% |
| 3Y | -97.6% | -13.6% | -84.1% | -97.6% |
| 5Y | -99.5% | -15.1% | -84.4% | -99.5% |
| All | -98.8% | +24.0% | -122.8% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling