+304.1%
BN vs FCUV
-94.7%
+398.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +136.0% | -137.6% | -2.1% |
| 7D | -1.0% | +148.8% | -149.8% | -1.5% |
| 30D | +14.0% | +95.0% | -81.1% | +13.5% |
| 3M | -9.0% | +27.8% | -36.8% | -9.4% |
| 6M | -8.8% | +121.0% | -129.8% | -10.8% |
| YTD | -10.3% | -78.1% | +67.9% | -11.6% |
| 1Y | -5.8% | -94.3% | +88.4% | -6.7% |
| 3Y | +94.8% | -98.9% | +193.7% | +92.4% |
| 5Y | +31.5% | -99.7% | +131.2% | +30.2% |
| 10Y | +291.9% | -98.2% | +390.1% | +284.0% |
| All | +304.1% | -94.7% | +398.7% | +290.7% |
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