-94.7%
FCUV vs ALM
+279.2%
-373.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | -2.2% |
| 7D | -72.0% | -7.1% | -64.8% | -71.2% |
| 30D | -8.0% | +24.7% | -32.7% | +1.7% |
| 3M | +66.3% | +8.3% | +58.0% | +95.9% |
| 6M | -75.3% | -22.2% | -53.1% | -70.1% |
| YTD | -83.0% | +88.1% | -171.0% | -81.6% |
| 1Y | -94.7% | +272.4% | -367.0% | -93.9% |
| All | -94.7% | +279.2% | -373.8% | -93.9% |
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