+96.6%
BAC vs FCUV
-99.5%
+196.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | -1.9% | -4.7% | +2.8% | -1.8% |
| 30D | -7.2% | -23.2% | +16.0% | -7.1% |
| 3M | -20.4% | -49.2% | +28.7% | -20.4% |
| 6M | +1.3% | -9.2% | +10.5% | -0.4% |
| YTD | -6.4% | -90.6% | +84.2% | -5.7% |
| 1Y | -3.5% | -97.9% | +94.4% | -1.0% |
| All | +96.6% | -99.5% | +196.1% | +106.4% |
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