+73.1%
BAC vs FCUV
-99.9%
+172.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.0% | +7.5% | +0.5% |
| 7D | +0.6% | -63.8% | +64.4% | +1.0% |
| 30D | -1.4% | -14.7% | +13.3% | -1.6% |
| 3M | +15.7% | +65.3% | -49.6% | +12.3% |
| 6M | +32.2% | -68.5% | +100.7% | +31.2% |
| YTD | +15.8% | -83.0% | +98.8% | +16.3% |
| 1Y | +27.3% | -94.4% | +121.7% | +30.1% |
| 3Y | +137.5% | -99.3% | +236.7% | +148.8% |
| 5Y | +73.1% | -99.9% | +172.9% | +96.6% |
| All | +73.1% | -99.9% | +172.9% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling