-99.9%
FCUV vs ALM
+958.0%
-1,057.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -2.9% | -6.9% |
| 7D | -63.8% | +3.6% | -67.4% | -63.9% |
| 30D | -14.7% | +33.8% | -48.5% | -15.8% |
| 3M | +65.3% | +14.8% | +50.5% | +66.5% |
| 6M | -68.5% | -7.0% | -61.5% | -67.9% |
| YTD | -83.0% | +108.1% | -191.1% | -84.7% |
| 1Y | -94.4% | +313.8% | -408.2% | -95.5% |
| 3Y | -99.3% | +2,227.6% | -2,326.9% | -99.6% |
| 5Y | -99.9% | +956.6% | -1,056.5% | -99.9% |
| All | -99.9% | +958.0% | -1,057.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling