-97.9%
FCUV vs ALK
-22.9%
-75.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -13.0% | +9.0% | -22.0% | -14.2% |
| 30D | -36.9% | -1.6% | -35.3% | -36.9% |
| 3M | -65.3% | -23.2% | -42.2% | -64.0% |
| 6M | -32.9% | -3.9% | -29.0% | -32.2% |
| YTD | -91.2% | -22.6% | -68.6% | -90.9% |
| 1Y | -98.2% | -5.3% | -92.9% | -98.2% |
| 3Y | -99.6% | +18.6% | -118.2% | -99.6% |
| 5Y | -99.9% | -34.4% | -65.5% | -99.9% |
| 10Y | -99.3% | -40.8% | -58.5% | -99.3% |
| All | -97.9% | -22.9% | -75.0% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling