+217.6%
BAC vs FCUV
-98.2%
+315.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +136.0% | -135.0% | +0.7% |
| 7D | +3.2% | +148.8% | -145.5% | +2.9% |
| 30D | -0.7% | +95.0% | -95.8% | -1.0% |
| 3M | -20.0% | +27.8% | -47.8% | -20.2% |
| 6M | +3.4% | +121.0% | -117.5% | +2.2% |
| YTD | -5.7% | -78.1% | +72.4% | -6.5% |
| 1Y | -1.4% | -94.3% | +92.8% | -2.0% |
| 3Y | +97.9% | -98.9% | +196.8% | +96.5% |
| 5Y | +22.9% | -99.7% | +122.6% | +22.2% |
| All | +217.6% | -98.2% | +315.9% | +205.3% |
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