-10.8%
BA vs FCUV
-99.6%
+88.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -1.7% | -15.4% | +13.7% | -1.8% |
| 30D | -9.5% | -32.9% | +23.4% | -9.5% |
| 3M | -26.5% | -46.2% | +19.7% | -26.4% |
| 6M | -27.4% | -30.0% | +2.6% | -26.4% |
| YTD | -20.6% | -91.4% | +70.8% | -19.1% |
| 1Y | -11.4% | -98.1% | +86.6% | -9.2% |
| 3Y | -10.8% | -99.6% | +88.8% | -14.1% |
| All | -10.8% | -99.6% | +88.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling