+74.6%
BA vs FCUV
-98.6%
+173.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.0% | +5.0% | -2.0% |
| 7D | -1.2% | -63.8% | +62.6% | -1.2% |
| 30D | -11.3% | -14.7% | +3.3% | -11.3% |
| 3M | -3.8% | +65.3% | -69.1% | -3.8% |
| 6M | -8.3% | -68.5% | +60.2% | -8.2% |
| YTD | -4.9% | -83.0% | +78.1% | -4.7% |
| 1Y | -10.1% | -94.4% | +84.4% | -9.8% |
| 3Y | -2.3% | -99.3% | +97.0% | -2.0% |
| 5Y | -3.5% | -99.9% | +96.3% | -3.1% |
| 10Y | +74.6% | -98.6% | +173.2% | +76.1% |
| All | +74.6% | -98.6% | +173.2% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling