-99.3%
FCUV vs ALM
+1,934.4%
-2,033.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +0.5% |
| 7D | -72.0% | -7.1% | -64.8% | -72.0% |
| 30D | -8.0% | +24.7% | -32.7% | -8.5% |
| 3M | +66.3% | +8.3% | +58.0% | +68.8% |
| 6M | -75.3% | -22.2% | -53.1% | -74.1% |
| YTD | -83.0% | +88.1% | -171.0% | -84.7% |
| 1Y | -94.7% | +272.4% | -367.0% | -95.8% |
| All | -99.3% | +1,934.4% | -2,033.7% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling