-98.2%
FCUV vs ALK
-45.9%
-52.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -1.5% | +137.5% | +136.2% |
| 7D | +148.8% | -1.2% | +150.0% | +148.7% |
| 30D | +95.0% | +7.7% | +87.3% | +91.6% |
| 3M | +27.8% | -19.0% | +46.8% | +32.2% |
| 6M | +121.0% | -0.2% | +121.2% | +121.7% |
| YTD | -78.1% | -23.5% | -54.6% | -77.2% |
| 1Y | -94.3% | -9.1% | -85.1% | -94.1% |
| 3Y | -98.9% | +12.0% | -110.9% | -99.0% |
| 5Y | -99.7% | -30.9% | -68.8% | -99.7% |
| All | -98.2% | -45.9% | -52.3% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling