-87.2%
FCUV vs ALLE
+242.5%
-329.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +1.0% | -14.7% | -13.9% |
| 7D | +62.8% | -0.2% | +63.1% | +62.9% |
| 30D | +66.5% | -6.8% | +73.3% | +68.7% |
| 3M | +459.9% | +21.0% | +438.9% | +430.9% |
| 6M | -12.4% | +1.1% | -13.5% | -13.1% |
| YTD | -47.5% | -0.5% | -47.0% | -47.8% |
| 1Y | -80.5% | -7.3% | -73.3% | -80.3% |
| 3Y | -97.6% | +42.3% | -139.9% | -97.9% |
| 5Y | -99.5% | +13.5% | -113.0% | -99.6% |
| 10Y | -95.8% | +144.0% | -239.8% | -95.9% |
| All | -87.2% | +242.5% | -329.7% | -86.5% |
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