+45.0%
BBY vs FCUV
-99.2%
+144.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +3.1% |
| 7D | +0.6% | -66.5% | +67.1% | +0.6% |
| 30D | +9.4% | +5.0% | +4.4% | +9.5% |
| 3M | +19.3% | +63.8% | -44.5% | +20.2% |
| 6M | +47.9% | -67.8% | +115.7% | +50.2% |
| YTD | +39.6% | -82.4% | +122.0% | +42.3% |
| 1Y | +22.2% | -94.7% | +116.9% | +25.4% |
| 3Y | +45.0% | -99.3% | +144.2% | +50.8% |
| All | +45.0% | -99.2% | +144.2% | +50.8% |
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