+121.0%
FCUV vs ALM
-62.1%
+183.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +7.7% | +128.3% | +140.1% |
| 7D | +148.8% | +1.2% | +147.5% | +141.7% |
| 30D | +95.0% | -19.3% | +114.4% | +53.0% |
| 3M | +27.8% | -40.6% | +68.4% | -14.1% |
| 6M | +121.0% | -57.9% | +178.9% | +89.4% |
| All | +121.0% | -62.1% | +183.0% | +89.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling