-94.7%
FCUV vs ALM
+500.9%
-595.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +7.7% | +128.3% | +135.9% |
| 7D | +148.8% | +1.2% | +147.5% | +148.6% |
| 30D | +95.0% | -19.3% | +114.4% | +94.9% |
| 3M | +27.8% | -40.6% | +68.4% | +27.5% |
| 6M | +121.0% | -57.9% | +178.9% | +124.3% |
| YTD | -78.1% | -6.7% | -71.5% | -78.6% |
| 1Y | -94.3% | +20.2% | -114.4% | -94.4% |
| 3Y | -98.9% | +879.4% | -978.4% | -99.0% |
| 5Y | -99.7% | +415.3% | -515.0% | -99.7% |
| 10Y | -98.2% | +2,100.8% | -2,199.0% | -98.3% |
| All | -94.7% | +500.9% | -595.6% | -94.8% |
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