+258.5%
BN vs FCUV
-98.6%
+357.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | +0.4% |
| 7D | -5.2% | -66.5% | +61.3% | -4.9% |
| 30D | -14.5% | +5.0% | -19.4% | -14.7% |
| 3M | -15.0% | +63.8% | -78.8% | -16.6% |
| 6M | -5.4% | -67.8% | +62.4% | -6.7% |
| YTD | -16.4% | -82.4% | +66.0% | -17.4% |
| 1Y | -16.2% | -94.7% | +78.5% | -16.9% |
| 3Y | +67.5% | -99.3% | +166.8% | +66.0% |
| 5Y | +34.1% | -99.9% | +134.0% | +33.3% |
| All | +258.5% | -98.6% | +357.0% | +254.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling