-1.8%
BA vs FCUV
-97.7%
+95.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.7% | +14.5% | +0.8% |
| 7D | +1.2% | +62.8% | -61.7% | +1.3% |
| 30D | -11.6% | +66.5% | -78.1% | -11.4% |
| 3M | -2.4% | +459.9% | -462.3% | -0.9% |
| 6M | -6.6% | -12.4% | +5.7% | -4.6% |
| YTD | -2.2% | -47.5% | +45.3% | 0.0% |
| 1Y | -8.0% | -80.5% | +72.5% | -5.8% |
| All | -1.8% | -97.7% | +95.9% | -3.8% |
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