-67.0%
BAX vs FCUV
-99.9%
+32.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -5.4% | -72.0% | +66.5% | -5.5% |
| 30D | -12.4% | -8.0% | -4.4% | -12.3% |
| 3M | +19.1% | +66.3% | -47.2% | +20.0% |
| 6M | +38.6% | -75.3% | +113.9% | +40.7% |
| YTD | +26.7% | -83.0% | +109.7% | +28.8% |
| 1Y | +1.0% | -94.7% | +95.7% | +3.4% |
| 3Y | -33.9% | -99.3% | +65.4% | -32.4% |
| 5Y | -67.0% | -99.9% | +32.8% | -66.2% |
| All | -67.0% | -99.9% | +32.8% | -66.2% |
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