+72.6%
BKR vs FCUV
-95.9%
+168.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.1% | -6.7% |
| 7D | -6.7% | -72.0% | +65.3% | -6.5% |
| 30D | -8.3% | -8.0% | -0.3% | -8.4% |
| 3M | -5.4% | +66.3% | -71.7% | -6.2% |
| 6M | +0.8% | -75.3% | +76.1% | +0.2% |
| YTD | +31.8% | -83.0% | +114.8% | +31.1% |
| 1Y | +28.6% | -94.7% | +123.2% | +28.0% |
| 3Y | +71.2% | -99.3% | +170.5% | +70.4% |
| 5Y | +179.2% | -99.9% | +279.1% | +177.9% |
| 10Y | +124.0% | -98.6% | +222.6% | +122.2% |
| All | +72.6% | -95.9% | +168.5% | +70.4% |
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