-98.0%
FCUV vs ALM
+44.8%
-142.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.2% | -8.7% | -7.2% |
| 7D | -8.6% | -6.4% | -2.2% | -10.4% |
| 30D | -25.9% | -35.0% | +9.1% | -35.8% |
| 3M | -69.8% | -33.8% | -36.0% | -71.6% |
| 6M | -31.6% | -55.0% | +23.4% | -30.0% |
| YTD | -90.1% | -0.2% | -89.9% | -90.9% |
| 1Y | -98.0% | +41.8% | -139.8% | -98.1% |
| All | -98.0% | +44.8% | -142.8% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling