-98.6%
FCUV vs ALK
-39.2%
-59.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.1% | -6.9% |
| 7D | -63.8% | -3.0% | -60.8% | -63.3% |
| 30D | -14.7% | -14.6% | -0.1% | -12.0% |
| 3M | +65.3% | -10.6% | +75.9% | +69.4% |
| 6M | -68.5% | -6.7% | -61.8% | -68.2% |
| YTD | -83.0% | -19.8% | -63.3% | -82.4% |
| 1Y | -94.4% | -35.2% | -59.2% | -94.1% |
| 3Y | -99.3% | +1.4% | -100.7% | -99.3% |
| 5Y | -99.9% | -30.7% | -69.2% | -99.9% |
| 10Y | -98.6% | -37.4% | -61.2% | -98.6% |
| All | -98.6% | -39.2% | -59.4% | -98.6% |
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