-87.2%
FCUV vs ALM
+1,184.4%
-1,271.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.5% | -12.1% | -13.7% |
| 7D | +62.8% | -2.6% | +65.4% | +62.9% |
| 30D | +66.5% | +32.0% | +34.5% | +66.4% |
| 3M | +459.9% | -15.0% | +475.0% | +471.6% |
| 6M | -12.4% | -10.1% | -2.2% | -11.3% |
| YTD | -47.5% | +99.4% | -147.0% | -48.5% |
| 1Y | -80.5% | +316.4% | -396.9% | -81.5% |
| 3Y | -97.6% | +2,022.0% | -2,119.6% | -97.8% |
| 5Y | -99.5% | +941.2% | -1,040.7% | -99.6% |
| 10Y | -95.8% | +2,950.3% | -3,046.1% | -95.9% |
| All | -87.2% | +1,184.4% | -1,271.6% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling