-99.2%
FCUV vs ALHC
+141.7%
-240.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.6% | -64.6% | -65.7% |
| 7D | -47.9% | -1.0% | -47.0% | -48.8% |
| 30D | +13.7% | -6.3% | +20.0% | +8.0% |
| 3M | +97.0% | -12.3% | +109.3% | +78.6% |
| 6M | -66.1% | -27.0% | -39.1% | -69.2% |
| YTD | -81.8% | -31.8% | -49.9% | -83.2% |
| 1Y | -93.3% | -17.0% | -76.3% | -93.9% |
| 3Y | -99.2% | +159.8% | -259.1% | -99.3% |
| All | -99.2% | +141.7% | -240.9% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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