+33.0%
BLK vs FCUV
-99.8%
+132.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.6% | +1.6% |
| 7D | -3.3% | -66.5% | +63.2% | -3.0% |
| 30D | -6.5% | +5.0% | -11.5% | -6.7% |
| 3M | +6.7% | +63.8% | -57.0% | +5.0% |
| 6M | +14.7% | -67.8% | +82.6% | +15.7% |
| YTD | +2.5% | -82.4% | +84.9% | +4.5% |
| 1Y | -2.8% | -94.7% | +92.0% | +1.6% |
| 3Y | +65.9% | -99.3% | +165.1% | +80.2% |
| All | +33.0% | -99.8% | +132.9% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling