+23.4%
BND vs FCUV
-95.9%
+119.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | -0.2% |
| 7D | -0.1% | -63.8% | +63.6% | -0.1% |
| 30D | -0.2% | -14.7% | +14.4% | -0.2% |
| 3M | -0.7% | +65.3% | -66.0% | -0.6% |
| 6M | -1.7% | -68.5% | +66.8% | -1.6% |
| YTD | -0.5% | -83.0% | +82.5% | -0.5% |
| 1Y | +0.4% | -94.4% | +94.8% | +0.4% |
| 3Y | +13.1% | -99.3% | +112.4% | +13.2% |
| 5Y | -2.1% | -99.9% | +97.8% | -2.0% |
| 10Y | +15.7% | -98.6% | +114.3% | +16.0% |
| All | +23.4% | -95.9% | +119.3% | +23.4% |
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