+272.0%
BHP vs FCUV
-95.6%
+367.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -65.2% | +67.0% | +1.6% |
| 7D | +1.3% | -47.9% | +49.2% | +1.2% |
| 30D | +4.0% | +13.7% | -9.7% | +4.1% |
| 3M | +12.3% | +97.0% | -84.7% | +13.3% |
| 6M | +30.8% | -66.1% | +96.9% | +31.8% |
| YTD | +58.8% | -81.8% | +140.5% | +59.9% |
| 1Y | +76.8% | -93.3% | +170.1% | +78.0% |
| 3Y | +87.5% | -99.2% | +186.7% | +88.7% |
| 5Y | +123.9% | -99.9% | +223.7% | +125.0% |
| 10Y | +504.4% | -98.5% | +602.9% | +535.0% |
| All | +272.0% | -95.6% | +367.5% | +294.5% |
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 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