-99.2%
FCUV vs ALK
+1.7%
-100.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -3.1% | -62.1% | -64.4% |
| 7D | -47.9% | +0.1% | -48.1% | -47.1% |
| 30D | +13.7% | -18.5% | +32.1% | +20.5% |
| 3M | +97.0% | -3.6% | +100.6% | +102.0% |
| 6M | -66.1% | -3.7% | -62.4% | -65.7% |
| YTD | -81.8% | -19.0% | -62.8% | -80.5% |
| 1Y | -93.3% | -36.0% | -57.3% | -92.5% |
| 3Y | -99.2% | +2.3% | -101.6% | -99.4% |
| All | -99.2% | +1.7% | -100.9% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling