-98.6%
FCUV vs ALM
+2,776.7%
-2,875.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +0.4% |
| 7D | -72.0% | -7.1% | -64.8% | -71.9% |
| 30D | -8.0% | +24.7% | -32.7% | -8.0% |
| 3M | +66.3% | +8.3% | +58.0% | +67.6% |
| 6M | -75.3% | -22.2% | -53.1% | -74.8% |
| YTD | -83.0% | +88.1% | -171.0% | -83.3% |
| 1Y | -94.7% | +272.4% | -367.0% | -94.9% |
| 3Y | -99.3% | +2,004.1% | -2,103.4% | -99.3% |
| 5Y | -99.9% | +915.8% | -1,015.6% | -99.9% |
| All | -98.6% | +2,776.7% | -2,875.4% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling