-80.5%
FCUV vs ALM
+318.3%
-398.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.5% | -12.1% | -14.0% |
| 7D | +62.8% | -2.6% | +65.4% | +61.7% |
| 30D | +66.5% | +32.0% | +34.5% | +80.1% |
| 3M | +459.9% | -15.0% | +475.0% | +577.6% |
| 6M | -12.4% | -10.1% | -2.2% | +1.2% |
| YTD | -47.5% | +99.4% | -147.0% | -44.3% |
| 1Y | -80.5% | +316.4% | -396.9% | -75.7% |
| All | -80.5% | +318.3% | -398.8% | -75.7% |
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