-97.9%
FCUV vs ALLY
+120.9%
-218.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | -15.4% | -0.2% | -15.2% | -15.4% |
| 30D | -32.9% | +3.4% | -36.3% | -33.4% |
| 3M | -46.2% | -11.1% | -35.1% | -44.4% |
| 6M | -30.0% | -11.5% | -18.5% | -27.5% |
| YTD | -91.4% | -12.3% | -79.0% | -91.0% |
| 1Y | -98.1% | +1.1% | -99.2% | -98.0% |
| 3Y | -99.6% | +64.8% | -164.4% | -99.6% |
| 5Y | -99.9% | -6.9% | -93.0% | -99.9% |
| 10Y | -99.3% | +194.9% | -294.2% | -99.3% |
| All | -97.9% | +120.9% | -218.8% | -97.8% |
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