-98.2%
FCUV vs ALLY
+174.3%
-272.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.8% | +135.2% | +135.8% |
| 7D | +148.8% | +0.4% | +148.4% | +148.8% |
| 30D | +95.0% | +5.2% | +89.8% | +92.8% |
| 3M | +27.8% | -13.3% | +41.1% | +33.4% |
| 6M | +121.0% | -6.7% | +127.6% | +127.5% |
| YTD | -78.1% | -12.8% | -65.3% | -77.2% |
| 1Y | -94.3% | +0.7% | -94.9% | -94.2% |
| 3Y | -98.9% | +65.2% | -164.1% | -99.0% |
| 5Y | -99.7% | -10.1% | -89.6% | -99.7% |
| All | -98.2% | +174.3% | -272.5% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling