-99.9%
FCUV vs ALLY
-1.1%
-98.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.1% | -6.0% | -6.5% |
| 7D | -63.8% | -1.9% | -61.8% | -62.2% |
| 30D | -14.7% | -4.5% | -10.2% | -10.1% |
| 3M | +65.3% | -2.8% | +68.1% | +72.9% |
| 6M | -68.5% | +10.3% | -78.8% | -69.2% |
| YTD | -83.0% | -5.7% | -77.3% | -82.0% |
| 1Y | -94.4% | +3.9% | -98.4% | -94.3% |
| 3Y | -99.3% | +64.7% | -164.0% | -99.4% |
| 5Y | -99.9% | -2.6% | -97.3% | -99.9% |
| All | -99.9% | -1.1% | -98.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling