-97.9%
FCUV vs ALLE
+305.5%
-403.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.7% |
| 7D | -13.0% | -0.6% | -12.4% | -12.9% |
| 30D | -36.9% | +25.3% | -62.2% | -40.2% |
| 3M | -65.3% | +10.3% | -75.6% | -66.2% |
| 6M | -32.9% | +38.0% | -70.9% | -38.1% |
| YTD | -91.2% | +17.8% | -109.0% | -91.6% |
| 1Y | -98.2% | +13.6% | -111.8% | -98.3% |
| 3Y | -99.6% | +89.2% | -188.8% | -99.6% |
| 5Y | -99.9% | +51.1% | -150.9% | -99.9% |
| 10Y | -99.3% | +228.1% | -327.4% | -99.3% |
| All | -97.9% | +305.5% | -403.4% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling