+246.5%
BBY vs FCUV
-98.6%
+345.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +3.1% |
| 7D | +0.6% | -66.5% | +67.1% | +0.7% |
| 30D | +9.4% | +5.0% | +4.4% | +9.3% |
| 3M | +19.3% | +63.8% | -44.5% | +18.9% |
| 6M | +47.9% | -67.8% | +115.7% | +47.7% |
| YTD | +39.6% | -82.4% | +122.0% | +39.5% |
| 1Y | +22.2% | -94.7% | +116.9% | +22.4% |
| 3Y | +45.0% | -99.3% | +144.2% | +45.2% |
| 5Y | +2.6% | -99.9% | +102.4% | +2.9% |
| All | +246.5% | -98.6% | +345.1% | +235.5% |
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 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