+281.6%
BKNG vs FCUV
-95.9%
+377.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -10.7% | -72.0% | +61.3% | -10.5% |
| 30D | -18.1% | -8.0% | -10.1% | -18.1% |
| 3M | +8.5% | +66.3% | -57.7% | +7.8% |
| 6M | -0.1% | -75.3% | +75.2% | -0.5% |
| YTD | -18.2% | -83.0% | +64.7% | -18.6% |
| 1Y | -19.9% | -94.7% | +74.8% | -20.1% |
| 3Y | +41.6% | -99.3% | +140.9% | +41.2% |
| 5Y | +93.1% | -99.9% | +193.0% | +92.8% |
| 10Y | +214.8% | -98.6% | +313.4% | +217.1% |
| All | +281.6% | -95.9% | +377.4% | +288.6% |
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