-20.1%
BAX vs FCUV
-94.7%
+74.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +136.0% | -135.7% | +0.3% |
| 7D | +0.1% | +148.8% | -148.7% | +0.1% |
| 30D | +4.1% | +95.0% | -91.0% | +4.1% |
| 3M | -4.5% | +27.8% | -32.3% | -4.5% |
| 6M | +49.2% | +121.0% | -71.7% | +49.5% |
| YTD | +35.2% | -78.1% | +113.4% | +35.7% |
| 1Y | +38.3% | -94.3% | +132.5% | +38.9% |
| 3Y | -19.0% | -98.9% | +79.9% | -18.8% |
| 5Y | -64.2% | -99.7% | +35.5% | -64.0% |
| 10Y | -35.7% | -98.2% | +62.5% | -34.9% |
| All | -20.1% | -94.7% | +74.6% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling