+119.1%
BDX vs FCUV
-95.9%
+215.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +1.0% |
| 7D | -3.6% | -63.8% | +60.2% | -3.4% |
| 30D | +0.7% | -14.7% | +15.4% | +0.6% |
| 3M | +19.0% | +65.3% | -46.4% | +18.0% |
| 6M | +10.8% | -68.5% | +79.3% | +10.1% |
| YTD | +20.1% | -83.0% | +103.2% | +19.5% |
| 1Y | +23.1% | -94.4% | +117.5% | +22.6% |
| 3Y | -8.8% | -99.3% | +90.4% | -9.2% |
| 5Y | -1.4% | -99.9% | +98.4% | -1.7% |
| 10Y | +60.5% | -98.6% | +159.1% | +57.3% |
| All | +119.1% | -95.9% | +215.0% | +118.2% |
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 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