-2.5%
FCUV vs ALLE
+6.8%
-9.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +1.0% | -14.7% | -13.3% |
| 7D | +62.8% | -0.2% | +63.1% | +61.9% |
| 30D | +66.5% | -6.8% | +73.3% | +61.4% |
| 3M | +459.9% | +21.0% | +438.9% | +500.7% |
| All | -2.5% | +6.8% | -9.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 6mo: compounded portfolio wealth divided by compounded ALLE 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…
6mo analysis · Full analysis span regression · 6 months rolling