+68.8%
BN vs FCUV
-99.2%
+168.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.0% | +5.1% | -1.9% |
| 7D | -3.0% | -63.8% | +60.8% | -2.7% |
| 30D | -13.0% | -14.7% | +1.7% | -13.1% |
| 3M | -15.2% | +65.3% | -80.5% | -17.1% |
| 6M | -5.9% | -68.5% | +62.6% | -6.5% |
| YTD | -15.8% | -83.0% | +67.3% | -15.5% |
| 1Y | -12.2% | -94.4% | +82.2% | -10.7% |
| All | +68.8% | -99.2% | +168.1% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling