-97.7%
FCUV vs ALLY
+119.4%
-217.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.8% |
| 7D | -4.7% | -2.8% | -1.9% | -4.2% |
| 30D | -23.2% | +1.9% | -25.1% | -23.5% |
| 3M | -49.2% | -12.1% | -37.0% | -47.4% |
| 6M | -9.2% | -9.0% | -0.2% | -6.6% |
| YTD | -90.6% | -12.9% | -77.7% | -90.2% |
| 1Y | -97.9% | -0.1% | -97.8% | -97.9% |
| 3Y | -99.5% | +64.6% | -164.1% | -99.6% |
| 5Y | -99.9% | -10.1% | -89.8% | -99.9% |
| 10Y | -99.2% | +176.7% | -275.9% | -99.2% |
| All | -97.7% | +119.4% | -217.1% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling