+392.9%
BAC vs FCUV
-98.6%
+491.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | 0.0% | -66.5% | +66.5% | +0.2% |
| 30D | -2.8% | +5.0% | -7.7% | -2.9% |
| 3M | +14.2% | +63.8% | -49.6% | +13.1% |
| 6M | +30.5% | -67.8% | +98.4% | +29.6% |
| YTD | +15.8% | -82.4% | +98.2% | +15.1% |
| 1Y | +26.2% | -94.7% | +120.9% | +25.6% |
| 3Y | +136.5% | -99.3% | +235.8% | +135.3% |
| 5Y | +75.9% | -99.9% | +175.8% | +75.2% |
| All | +392.9% | -98.6% | +491.5% | +376.1% |
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