+73.2%
BHP vs FCUV
-99.2%
+172.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.8% | -5.3% |
| 7D | -3.7% | -72.0% | +68.2% | -3.9% |
| 30D | -0.8% | -8.0% | +7.2% | -0.8% |
| 3M | +7.6% | +66.3% | -58.7% | +9.0% |
| 6M | +20.8% | -75.3% | +96.1% | +23.2% |
| YTD | +50.8% | -83.0% | +133.7% | +53.8% |
| 1Y | +70.9% | -94.7% | +165.6% | +75.2% |
| All | +73.2% | -99.2% | +172.5% | +82.3% |
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