-1.5%
BAC vs FCUV
-98.1%
+96.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.5% | +11.5% | +4.0% |
| 7D | +1.5% | -8.6% | +10.1% | +1.6% |
| 30D | -4.4% | -25.9% | +21.5% | -4.3% |
| 3M | -17.5% | -69.8% | +52.3% | -17.4% |
| 6M | -0.1% | -31.6% | +31.6% | -0.2% |
| YTD | -4.6% | -90.1% | +85.5% | -2.8% |
| 1Y | -1.5% | -98.0% | +96.5% | +1.8% |
| All | -1.5% | -98.1% | +96.6% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling