+1,611.9%
BE vs FCUV
-99.2%
+1,711.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.0% |
| 7D | +9.7% | -72.0% | +81.7% | +9.8% |
| 30D | +22.4% | -8.0% | +30.4% | +22.2% |
| 3M | +10.4% | +66.3% | -55.9% | +9.7% |
| 6M | +67.9% | -75.3% | +143.1% | +73.7% |
| YTD | +197.5% | -83.0% | +280.5% | +210.8% |
| 1Y | +310.6% | -94.7% | +405.2% | +344.4% |
| All | +1,611.9% | -99.2% | +1,711.1% | +1,985.5% |
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 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