-98.9%
FCUV vs ALM
+909.2%
-1,008.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +7.7% | +128.3% | +135.5% |
| 7D | +148.8% | +1.2% | +147.5% | +148.4% |
| 30D | +95.0% | -19.3% | +114.4% | +95.4% |
| 3M | +27.8% | -40.6% | +68.4% | +27.7% |
| 6M | +121.0% | -57.9% | +178.9% | +135.5% |
| YTD | -78.1% | -6.7% | -71.5% | -80.8% |
| 1Y | -94.3% | +20.2% | -114.4% | -95.3% |
| 3Y | -98.9% | +879.4% | -978.4% | -99.6% |
| All | -98.9% | +909.2% | -1,008.1% | -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